Animator.GetBehaviour() clarification

In the documentation for GetBehaviour(), it isn't clear as to where it searches for behaviours.

What layer(s) does it search in?
What state(s) does it search in?
If there are nested state machines, does it search in those states?

"First" doesn't really give much context. It implies that it somehow iterates through all of the states that exist in the Animator until it is found. That is, all states of all layers, and all nesting depth levels.

If someone could provide clarification it'd be greatly appreciated!

 

This is a 'link' between State Machine Behaviours script and MonoBehaviours scripts.

Have a look here :

or : https://unity3d.com/fr/learn/tutorials/modules/beginner/5-pre-order-beta/state-machine-behaviours