When you add a new “sub-rule” to an existing rule, the rules together become a “rule group”. The sub-rule(s) will only be evaluated if the parent rule conditions are met. Rules can be nested to any level that is appropriate for your needs.
Nesting rules allows sub-rules to effectively “inherit” any conditions put on the parent rule, since if the parent rule conditions are not met, then the sub-rules will not be processed either. And of course, additional conditions may also be placed on the sub-rule(s) to further limit the situations where the actions on them should be taken.
Any time that two rules share the same event and one or more conditions, then that is an opportunity to organize them into a rule group. When you are creating a rule group, it is important that the parent rule only contain the conditions which are common to all of the sub-rules.
The benefit of organizing rules into rule groups is that when you need to tweak a condition which is common to the whole group, you only need to do it in one place (the parent rule) instead of having to keep the same condition updated on each of the sub-rules.