What have you tried? The straight translation of your example works:
fn main() {
let mut a = vec![];
a.push(vec![1, 2]);
a.push(vec![1, 2, 3]);
a.push(vec![1, 2, 3, 4]);
a.push(vec![1, 2, 3]);
println!("{:?}", a);
}
solved How to add variable length array into a Vec?