nested style

to use nested style for heading and then hard return and the body text will be same like in the example below

Hi @rehana36276218 , Also, the hard return is creating two paragraphs, so as Willy suggests Nested Styles only work inside of a single paragraph—you need to create two paragraph styles, one for the header and one for the text. You might look at the new Style Pack feature:

https://helpx.adobe.com/indesign/using/work-with-style-packs.html

You could use a soft return, which would not create a new paragraph, but you would be limited in the formatting of the head, e.g. no alignment, space below etc., so I’m guessing it would not work for you.

That is not a case for nested styles. You have a paragraph style for the headline, another style for the text. Make a next style in the headline. This will switch with a normal return to the text style. 

in your image is a grave problem. You used an empty paragraph to create space between the headline and text. That must never be done. Define a space after in the headline style or a space before in the text style.