drill down, drill up, drill through

It's OK to use drill down, drill up, and drill through in content about data and the reports generated from them.

Two words as a verb. Hyphenate drill-down and drill-up as adjectives. Note that drillthrough as a noun or an adjective is one word, no hyphen.

Examples
If you have grouped items in your PivotTable, you can drill down on a group name. Then, you can drill back up to analyze summary data.
Using drill-down and drill-up actions, you can expand and collapse sections within a report to find the data that interests you the most.
If you add the ability to drill through on an existing mining model, the model must be reprocessed before you can drill through to the data.
Use a drillthrough query to retrieve details from the underlying cases or structure data. Drillthrough is useful if you want to see additional details from the case data.

Don't use to mean following a path (such as folders) or giving something further examination.

Example
Microsoft MVPs joined an in-depth discussion about Azure security management solutions.