Select the entity(s) you would like the move onto a different layer, in the example below I will move a circle onto a layer called 'Circles'.
With the entity selected move your mouse to the bottom left of your screen and click on the drop down box next to the word 'Layer', a list of the existing layers will appear. Now select the Layer you want to move the entity onto.
You will now get the message shown below, click Yes.
Your entity will now be on the layer you selected.