Due to the multi-tenant architecture of DotNest while you can do a lot with your Orchard Core 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 Core theming on DotNest.
• You can't use Lucene search, because it's not really suited for hosting as part of an app like DotNest. However, the Elasticsearch module is available for you to add a search feature, build queries, and more.
• 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.

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!