Nacimiento is Spanish for nativity. The concept of the manger scene is supposed to have come from St. Francis himself in the 13th century and the idea and form seem to have migrated to the Americas with Spanish priests in the 1700's.
As the missionaries and settlers went about their business, they slowly introduced the imagery into the pueblos where they were working. The potters of each pueblo, in turn, adapted the concept to their local conditions (clays, colors, etc.). Now we see a huge proliferation of nativity sets with multiple pieces, sizes, shapes, styles and colors.
At it's most basic level, representational forms of Mary, Joseph and a baby are required. Sets that depict Mary, Joseph and a baby on a donkey are also classed as nativity sets, but under the general term "Flight to Egypt." Singing Angels may be included in a nativity but can also be stand-alone figures.
Generally, nativity sets come from Jemez, Santa Clara and Acoma Pueblos but there are a few out there from Cochiti, Isleta, Zuni and other pueblos. The Navajo also make a few nativities but I have yet to see one from Hopi.