The scourge nest is present in the "Fire in the Sky" mission of Heart of the Swarm. They are activated by the player's forcing reaching them, and are otherwise not controllable.
Co-Op Missions
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.