Listing deeper terms

Here's a diagram
Genre (vocabulary)
-- Romance (term)
--- Negima (sub term)
---- Episode 1 (page)
---- Episode 2 (page)
---- Episode 3 (page)
--- Maburaho (sub term)
---- Episode 1 (page)
---- Episode 2 (page)
---- Episode 3 (page)
-- Action (term)
--- Negima (sub term)
---- Episode 1 (page)
---- Episode 2 (page)
---- Episode 3 (page)
-- Comedy (term)
--- Negima (sub term)
---- Episode 1 (page)
---- Episode 2 (page)
---- Episode 3 (page)

I want to make a page that lists all my genres and when I click on "Romance" it should list the sub terms "Negima" & "Maburaho" but instead it just lists the pages. So how can fix that?

 

What you need are the "Views" module and the "Taxonomy Menu" module. The README file in the Taxonomy Menu module tells you how to do what you are describing.

 

That module puts it in a menu but I want it on a page

 

When a custom menu is created Drupal also creates a block for it.

You can display your taxonomy menu on a page in one of two ways.
1. configure the block to display on a single page by creating the page and then restricting block visibility to only that page. Then place the block in the content region of the page.
2. create a custom content type to display your taxonomy menu and change the settings on the menu block so it only displays for that content type. Then place the block in the content region of the page. If you plan to have more than one of these kinds of menu pages, this would be the best way to do it.