In Illustrator, you can create a sublayer by selecting the sublayer thumbnail in the Tools palette, and then clicking on the Edit button. When you click on Edit, you will see a new window that looks like this: In this new window, you will be able to change the name of the sublayer, as well as its location in your document. You can also change its color and opacity. If you want to delete a sublayer, just select it in the Tools palette and click on the Delete button.
