Open Structure | Manage Structure menu and click Create Structure. Create your own private structure to play with.
On the Manage Structure page, click on your structure name to go to the Structure Board.
On the Structure Board, click Search, then click JQL and type assignee=currentUser() order by updated. You can use any other query - see more about Searching and Filtering.
When some issues are found by the search, click "More Issues in JIRA" button if it's not switched on, and then drag-and-drop several found issues into the Structure.
When you have several issues added to the structure, try to rearrange them to create a hierarchy. Hold Shift and drag issues up and down or left and right to place them at a different position in the hierarchy. You can also drag by the drag handle at the left side. See Using Drag-And-Drop to learn more.
Use keyboard arrows to navigate structure or Ctrl+Arrow to move issues up/down or indent/unindent.