If you use Pro, press F3 to open the layer manager.
Click on the layers tab and add a new layer.
Select the object, then double click on the new layer, you will see a blue check mark next to it indicating this object is on the new layer.
Click on the blue eye in the layer, that will hide the layer and your object.
Select one of the other layers and then continue to add your geometry. You don't have to move the object back to layer 0. Just hide or display the objects on the specific layer.
In Pro 16, open the "Normal Metric" template. It automatically creates 3D objects on a 3D layer and dimensions on a dimension layer. That will give you an idea on how to use it.