[whpalmer4]

You're not really creating a project inside another project, but rather an action group, which is like a project in many ways, but cannot be put on hold, reviewed, or referenced in the drop-down project selectors.

To add an action group to an existing project, just create two or more actions. Then tap on an action you want to nest inside the other action, tap the file folder button at the bottom right, then tap the name of the item into which you wish to nest it.

Now that you've got some experience with the program, it's probably worth going back and re-reading the documentation. There are a number of areas like this which are much easier to grasp once you've got a feeling for how the program operates.