If I am correct, you are taking about when you quote a post, the new post does not sit under the post you have quoted? When a post has been quoted, there is a bendy arrow at the right hand-side of the top of the quotation box and this will take you back to the original post which was quoted.
Also, there is currently no way to keep Quotes in a Post closed by default without a modification to the theme via a plug-in.
Or they're talking about nested posts like this ☝️
You have to use the '+' MultiQuote button to insert multiple quotes into your post, then drag and drop the quote you wish to nest.