How do I merge, select and delete layers in groups?

Can I create sublayers also?

I tried keyword combinations to no avail!

It's not possible, as far as I know. The fastest way I know to delete layers, is to use the Layers dialog, and click the minus sign button. Whatever layer was selected when you click delete, after it's deleted, the layer above it is selected. So if you start with the lowest layer that you need to delete, you could just click as many times in a row as there are layers to be deleted (assuming the layers you want to delete are all next to each other).

You can create sublayers though. When you click to add a new layer, there's a place to type a name, and then there's a dropdown with 3 options. Sublayer is one of the options. Note that you have to have the layer selected that you want to be the parent layer.