Under the new set button there's a button to clear the layer you have selected and next to that you can press the trash can to delete the layer entirely.Underneath the new layers there are two ways to merge a layer into the one beneath it.Next to that is the 'New Layer Set' button, pressing it gives you folders you can put groups of layers in and control them as if they're one.
This gives you a special kind of layer that has a different set of tools.
They allow you to change parts of an artwork without touching the rest and change how things overlap in your artwork. On the side of your window, there should be a large grey box with a small purple box inside it that says 'Layer 1.' Layers are like painting on sheets of glass and placing the sheets on top of each other to make a picture.