Hi
Sure you can do that. What is not maybe obvious is that the Theatre mode "views" have to be made from the Options panel (or imported from there after creating a category type view first in Standard mode).
To do this go to Options=>Theater View and click on the button Add in the items to show frame. Choose add "Library item" + adding the fields you want or add "Library Item from Standard View". If you are new to "configuring", you probably should set up the view you want in Standard View first. There is also on option to Display All as a choice which is nice.
Eg. lets say you have 3 main sorting categories for your classical music: Composer, Period, Style. You could make separate veiws or you can create one that "drills" down eg. ..... add the fields Style, Period, Composer, Album
Now using these fields as an example, you want to organize the first level by Style, then Period, then Composer, then Album (or maybe Work if you want to create a custom field). So clicking first on Opera (a style lets say) will bring up your period choices choose Romantic (a period) =>then you could choose a composer and the albums would appear. With the Show all option you could choose a style lets say Concerto then choose the "all" box and you would have all the composers regardless of the period.
Of course this depends on the number of genres; sub genres etc you have and what you want at the top level (you might prefer period for to be before categories like Concerto for example)
Hope this helps you to get started.