On my version, Mac 5.5, this does not work. When I drage a notebook onto another notebook, nothing happens. There is no option in the File menu, that allows the creation of a stack. When you right click on the notebook in the sidebar, there are only 3 options: Share, Notebook Settings and Delete (no Add to Stack). You can do this in the area to the right of the sidebar, but not in the sidebar. Not a great design. What's worse, is once you have created a stack, you can't change the name of that stack in either the sidebar or the area to the right. Very annoying.