Not all came to nursery school near Windsor (4)
I believe the answer is:
eton
'school near windsor' is the definition.
(I've seen this before)
'not all came to nursery' is the wordplay.
'not all' indicates a hidden word (only some of the letters).
'ETON' is hidden in the letters of 'came to nursery'.
(Other definitions for eton that I've seen before include "Public school founded in 1440" , "British public school of note" , "Kind of collar or jacket (worn at college?)" , "Famous English public school" , "Easy to understand" .)