The Roblox Studio Explorer
(Not to be confused with Explorer, the ROBLOX client browser)
The Explorer is a menu in ROBLOX Studio that shows the hierarchy of any "Instances" that are within your game. To open the Explorer, click the "View" tab in your toolbar at the top of your screen, then click on "Explorer".
In order to open up a closed object's hierarchy, click on the small "+" to the side of it. To close an opened object's hierarchy, click on the small "-" to the side of it. If the object does not have anything inside it, it will not display a "+" or "-". To move an object into another object's hierarchy, simply click and drag the object onto another one. Some objects cannot be moved inside each other normally - however, this can be bypassed. Click on the object, press the keys Ctrl + C, then click on the instance you want to move the object into, right click it, and press "Paste Into".