This should do it:
IPrefetchPath2 prefetchPath = new PrefetchPath2((int)EntityType.CatalogueEntity);
IPrefetchPathElement2 pathElement = prefetchPath.Add(CatalogueEntity.PrefetchPathCatalogueDetails);
pathElement.SubPath.Add(CatalogueDetailEntity.PrefetchPathItem);
pathElement.SubPath.Add(CatalogueDetailEntity.PrefetchPathAccount);
'Add' returns the element, which is in fact the node in the graph. Call .SubPath is in fact calling the SubPath on the returned element. By placing it into a variable you can build multiple sub-nodes in the graph to make the prefetch path work correctly