If I understand you correctly, you select "some" objects on the canvas.
Then open your layers panel. In the layers panel you will see different "selection squares" - small and large. Create a new layer and name it. Click on the small selection square of the "old layer" and hold down the mouse button. Now move this small selection square directly upwards (or downwards) to the new layer in the layers panel.
All selected objects are now on the newly created layer.
Is this what you wanted?
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Conversely, if nothing is selected, click on the area next to the small circle in the desired layer (where the selection square is located) and everything on the layer that is not invisible or locked will be automatically selected.
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