You can create layers in a SOLIDWORKS drawing document. I don't tried to do on a model....give me some minutes
On model you can't create a layer...you could make it on Drawing ONLY
I believe the closest you'll be able to get would be to have the desired Layer active, select the sketch entities in the graphics area, re-create them in the drawing view with the Convert Entities tool, and then hide the model sketch. Unfortunately I don't believe it's possible to just select the sketch from the tree and use Convert Entities.
You can't create layers in Solidworks. However, you CAN create folders in your tree and add different sketches to different folders.
Then, once you have them in your separate folders, you can suppress the entire folder to deactivate it. Also, you can use configurations to control which folders are suppressed and which ones aren't.