You don't drag layers onto the frame. The layer toolbar isn't a toolchest of layers, it is a list of layers you already have.
In the Layers Toolbar, you will see 4 icons at the top. The first one looks like folded paper. The second one looks like a trashcan. The third one looks like a face mask. The fourth looks like a lock.
You can ignore the third and fourth, just think about the first and second icons.
The first icon (the folded paper) will create a new layer. If you click that icon, a new layer will be created and you'll now see 2 layers in the list of layers in your layers toolbar.
By default, they are referred to as "1" and "2", so they are only numbered. However, you can name each layer if you'd like.
Now, you know how if you select an object or anything else in the frame, you see the properties of that object in the Properties toolbar? If you select a layer in the layers toolbar, this too opens up its properties in the Properties toolbar. There you can change the name of the layer from "Untitled" to something else. Now next to the "1" or "2", this new name will show up next to the layer number in the layer toolbar.
When you only have a single layer, all objects that you create in the frame are created on that single layer. But now that you have 2 layers, any objects you create in the frame will by default be created on the layer you currently have selected, so you'll want to make sure to keep this in mind.
Layer 1 will be under Layer 2, so if you create an object on Layer 1 then any object on Layer 2 will overlap it if they are in the same location on screen.
If you end up wanting to remove a layer, you can click the trashcan icon in the layers toolbar while you have the layer you want to delete selected.
There's a lot more that can be said about layers, but these are the basics.