Do bats generally build nests in clumps of high trees, if not how do they have (and protect) their young? Do you have colonies of bats living in your vicinity?

The only bats that I know of that roost in trees on a
regular basis are Flying Foxes, though
I'm sure there are others.    When there are no
caves availible,  gables, house overhangs, even
attics if they can get in, and the underside of bridges are the
usual hang-ups for most bats.  Bats do not build nests. 
They give birth upside down.  The baby is very
tiny, but it's legs and claws are very strong.  It has to
hang on to Momma to suckle and to hang on to the 'roof'
when she leaves to hunt.  If it falls to the floor of the cave,
it dies. When it dies, of hunger or cold, there is Nature's
clean-up crew to take care of things.  In caves, there are
beetles, roaches and in some cases even crabs will make
a meal of it.A single baby has no real protection at all. 
In a maturnity roost, it's only protection is in numbers. 
There could be thousands on the cave roof...
And a preditor can't get them all.

According to online sources, about 3/4 of UK bats live in trees. When I lived in Texas, bats were abundant there in some places. There are also bats her in N. California, where they sometimes show up as "squatters," nesting in crevices and cavities of walls of unoccupied buildings.