Before I dive in, I would like to know if SS has the capabilities of:
1. nested content, something like a control nested in another control, only for data - without me adding modules/sql/code.
2. Can I retrieve whatever info I need through its interface? - maybe it reminds "drupal".
What I meant is - without 'hacking' ss source, can I visually create complex web controls (whatever they are called here)...
No, you don't need to hack the source to create complex webpage elements. You might need to write some code (just as your would for an ASP.Net control), but one of the purposes of SilverStripe is provide a development platform that makes this sort of thing easy.
...or use ASP.Net controls?
No, you can't use ASP.Net controls - SilverStripe is a PHP application.