Did you download the test app? That could help to completely understand the functionality or limitations of the tree widget.
Your example is showing a 1-* parent child association and not a *-*
If the data structure is not too complex and and there is not too much data, you could alternatively use a list view for the parent records and place a list view inside there to fetch the children (and another list view for grandchildren). You are flexible using when an xpath. However, you should keep an eye on performance, because nested list views can slow down your app.
Use the Tree Node widget from Mendix to accomplish this. If you need multiple levels you can use nesting. Goodluck!