Well, you don’t. You can only end up using Layers for everything, which looks good on paper, but relies on everything actually being on the right layer.
We simply use Rhino mainly for Grasshopper and simpler 3D scenes with not a lot of hierarchy. You can actually also create somewhat more modular files, by placing one .3dm file in another or using Blocks.
I hope the Object Manager is still coming as well, but I am not holding my breath. There is a thread on here where the devs post updates on Rhino 9 and the object manager is not even mentioned in there, as far as I can tell: Rhino 9 WIP Available Now!