Once you have set up 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: Read here