Once you have setup and imported data for you Nested Custom Fields - you can use them on Style level.
You start by selecting a value for your first level.
Once you have selected that you can now select a value for your second level. These values depend on what you selected in level 1
If you delete the value in Level 1 - it will also clear the rest of the levels you have of Nested Custom Fields.
Read here how you set up your Nested Custom Fields in Admin: http://help.delogue.com/support/solutions/articles/9000181389-setup-nested-custom-fields-pro-