There is no one answer to any of your questions. You can do any of those things, and way you want.
Nesting only nests the vectors, and not the toolpaths. So, you'd nest all the vectors first, and then create the toolpaths.
You need to select all of the vectors and toolpaths for each of them. The order, and how you go about it, is up to you.
Another option is to not nest at all, but assign the toolpaths to a single part, and "Array" the toolpaths to cut the multiple parts.