Are you talking about this video?
https://www.youtube.com/watch?v=olq0OgW3dsM
That is the basics, but he doesn't explain it very well, for instance in my site I tag every point and history with Metadata with the following Metadata tags:
Campus
Building
Utility
System
Room
than when you create the history groupings, the order in which you add the metadata will be the order in which the tree "unfolds", i.e. logically you would list Campus as the first, so when you clicked the history group name you would see all the campus names as folders, then you click a specific campus name the next folder presented would be a list of all the items with a metadata tag taken from the next tag in the history groupings list, say that was "Building", which would present every building name as a separate folder, etc on down the list.
Keep in mind all histories would need to have multiple tags. In the even a history only has 3 of the 5 tags I listed above it will show up in the 3rd subfolder.
I hope I explained it well enough, once you play with it a few minutes it will make a whole lot more sense.
In your specific case try the following:
make sure each history for every AHU and Each VAV has 2 metadata tags: First one maybe name it "System" and second one maybe name it "SystemName"
so for each history in AHU-1, you would set the metadata tag "System" to equal "AHU's" and "SystemName" to equal "AHU-1". Do the same for all of the AHU's and VAV's you are interested in, than create a history grouping where the first tag is "System" and the second tag is "SystemName". That should get you what you want.