According to the nebular theory, how did the Oort cloud form?

The core region of the solar nebula became denser and hotter over time as it collapsed gravitationally, increasing in temperature and pressure.

In the interim, planetesimals combine to form planets; outside the frost-line, the temperature is low enough for hydrogen compounds and helium to condense, so they do so along with rocks and metals to form massive outer planets; inside the frost-line, the temperature is not low enough for hydrogen compounds and helium to condense, so only rocks and metals can condense to form the inner rocky planets.

Once the sun is born, all of the remaining uncondensed hydrogen compounds and helium are swept out into space by the solar wind, which spreads out isotropically (spherically), forming a roughly spherical halo around the solar system. This process occurs when the density, pressure, and temperature of the core region reach a point where sustained nuclear fusion becomes possible.

They condense to form comets far out in space, where the temperature is so low. As a result, the solar system gains a spherical halo of comets known as the Oourt Cloud.

The Oort Cloud's formation is not particularly explained by the nebular theory.