Scourge nests are a bit of a mystery to the Terran Dominion, as it is unclear whether these nests actually spawn scourges, or whether scourges simply reside in them. The Dominion has inferred that they are dedicated spawning structures for scourges, separate from a hatchery.
The scourge nest is present in the "Fire in the Sky" mission of Heart of the Swarm. They are activated by the player's forces reaching them, and are otherwise not controllable.
The scourge nest is exclusive to Zagara in Co-op Missions. It replaces the spire in her tech tree, allowing her to build scourge and corrupters. Upgrades for the scourge are unlocked when Zagara reaches Level 4.