How to enable it to show me class nesting?

Haven't got what feature you are looking for, sorry. Isn't the nesting shown on your screenshot?

No, I took a picture during the course video, I couldn't take a screenshot because the video is protected.

Please make sure that breadcrumbs are enabled in Settings | Editor | General | Breadcrumbs; default location is Bottom, but you can change it to Top if you like

Great thx :)