Due to the multi-tenant architecture of DotNest while you can do a lot with your Orchard 1 sites there are certain limitations needed to keep the environment stable and all of the users protected.

• You can't install custom modules. This is a limitation of Orchard's multi-tenancy: It is to prevent site users from running malicious code that could endanger the whole service. However, there is a wide variety of pre-installed modules available.
• You can't install custom themes, however, you can still completely style your site: Learn more about Orchard 1 theming on DotNest. Also, there is a variety of pre-installed themes available.
• You can't use certain built-in modules because they are either not meaningful in a multi-tenant setup or could endanger the stability of the service. Deprecated modules (like Orchard.Media) are not supported either. If certain features of a module are allowed but not all features then you'll see also the non-allowed features listed on the admin site, unfortunately. When you try to enable such features they will just not get enabled.
• You won't see Warmup, Output Cache, or Upgrade either. This is because all of these are managed for you.

If you are looking for the convenience of DotNest but want to build your own Orchard app with custom modules and themes then our Orchard operations as a service is for you: contact us and we can operate your Orchard with the technology that drives DotNest!