Drill Down Maps are those which use several maps to become multi-level, so it becomes possible to zoom into regions, towns and even smaller geographical units - in case you've got maps for them.
The main thing about a drill down map data is that it should contain the data about the regions of all levels of drill down that you are going to use. For example, if it's necessary to show the districts of a state, while you take the world map as a root map, you should define not only the world map regions (countries), but also those countries' (at least of one) regions (or states), and then the districts of these regions. This way of setting the data might be rather satisfatory if you are not going to operate a big number of maps, but, anyway, this way leads to the increased page loading time. To avoid this, you can use AJAX for loading the necessary maps without linking them as scripts. The second way how to avoid linking the maps as scripts is to load a JSON configuration. Though, this does not help a lot with the page size, getting rid of links might be useful in case it's not possible to use AJAX. If you prefer to link the maps as scripts, look at the Basic Tutorial; if you prefer to use AJAX, look at the AJAX Tutorial.
Drill Down Methods
Breadcrumbs are elements that display the whole route from the root map to the current one to make it easier to drill into any map included in this route. You can read everything about creating, using and managing the breadcrumbs in the Breadcrumbs article.