WordPress Customazation API section in section

That is a Panel, the customizer contains three layers: panels contain sections, sections contain settings, and settings are the data that gets managed by the controls in the customizer UI.

[panel]  
  |--[section]  
  |      |--[setting] and his [control]
  |      |--[setting] and his [control]
  |--[section]  
  |      |--[setting] and his [control]
  |      |--[setting] and his [control]

Panel, Section, Setting, Control

Create a Panel and when creating the Sections pass the $id of the Panel to group them in the same Panel.