What you've already setup is a worker account, with multiple regions, so keep everything you have there.
The question is asking you to more or less setup an Organization in AWS (see details https://docs.aws.amazon.com/organizations/latest/userguide/orgs_tutorials_basic.html) Within the organisation you can create accounts, under organizational units, that exist only for particular workloads or environments. The above link describes this in far more detail, so there's not much value summarising it.
With regards to your specific requirement:
Account Management - I would say they are looking for you to setup a 'landing' account where the SSO occurs. This account exists for this purpose of managing policies and users, generally backed by something like Azure or similar.
Security and Compliance - These accounts maintain security services like Guard Duty for all the accounts within the Organization. Some workplaces also forward all cloudwatch, VPC logs and cloudtrail logs to this account for parsing/scanning/compliance reasons
Machine Learning - Self explanatory
Billing and Support - Billing is generally handled by the organization management account (see https://docs.aws.amazon.com/awsaccountbilling/latest/aboutv2/consolidated-billing.html). I'm not sure what it means by 'support' here
Hope that helps