Logical Unit Number (LUN) is a highly misused term in modern technology and is often used to refer to logical disks, or in Nimble Storage's terminology, volumes. On the Nimble array end, you create your volumes and map them to the host servers (assigning a logical unit number for Fibre Channel arrays). Scan the host bus adapter (HBA) on the host server to find the volume/logical disk/"LUN"; format, partition, and use.
tl;dr: a Nimble Volume is a LUN is a disk that can be used for Oracle ASM.
I will defer to a much more intelligent individual than myself to detail the Oracle components, as I cannot even spell Larry Ellison. I do recommend reading the Oracle Database Deployment Considerations document (available via InfoSight) if you have not:
Yes, in essence a LUN and a Nimble Volume are the same.
When creating an ASM diskgroup, we recommend that the diskgroup contain one or many LUNs (volumes). If everything is setup properly, when you use asmca to create the diskgroup, you will see each LUN listed. We recommend that you use external redundancy when creating your diskgroup.
Please let me know if you have any other questions!