How do you add a photo to a layer?

How do you add a picture or other object to a layer. There isn’t a “add object to layer” option after right clicking a layer, like it had in the tutorials I’m watching.

Hello- newly created objects are in most cases added on the current layer. Make a layer current and then run the Picture command, or just run the command and put the new picture object on whatever layer you like.(Change object layer, in your image)