It depends on what you want to happen. In your case, I'd say you were probably looking to do something like this:
IF (Day in Monday, Tuesday...) THEN
IF (Den Lights on) THEN
ELSE-IF (Day in Saturday, Sunday) THEN
IF (Kitchen Can, Den Can all on) THEN
The indentation both here and in the RM UI (though with line-wraps, that can sometimes be hard to see) should help as a sort of intuitive guide for this, but an "inner"
IF will be evaluated only if an outer
IF (one in which it is contained is true)--otherwise, just like any actions inside that
IF, it will never be reached to be evaluated in the first place. "Closing" your
IF THEN with an
END-IF closes that "block," which is what I assume you meant to do with your day-of-week comparison before testing the other days. You can nest these as deep as you need to get the results you want, but if you're going more than a few deep, I'd probably start thinking about if there's a better way or if you did something wrong.