Photoshop allows a lot of custom configuration palettes. Lets go look not only the Nester palettes but the docker palettes.
Now move any one palette onto the center of the screen, I pulled out the color palette which is shown below.
Now we see three grouped palettes color, swatches and styles, these palettes are Nested together. Nesting is just a course of putting palettes together and Adobe tries to make it pretty straight forward and pretty simple.
So to remove a palette, lets say I want to see the swatches palettes at the same time I see Color palette which I intend to do it. To do so click on the Swatches title (where Swatches is written) then drag it out. Now you will see both Color palette and the Swatches palette. You can do same to view the styles palette as well.
To nest it again Click on the title bar of swatches and drag it on the color palette then release the mouse button, This will again make these nested.
Now for the docking, by default your palettes are not docked. To dock a palette Click on the Palette Name Title and drag it over the Top or bottom of the Other palette, you will see that a black rectangle appears when you drag over the mouse or bottom , then release the mouse button, this will dock the palettes together as shown bellow.
Now when you move the palette it will move together.
To remove the docking Click on the color palette and move it out. and to again make it nested click on the color palette name title and drag it in the center of the swatches and styles palette.
