This macro will move all selected objects in the drawing sheet to specified layer.

Drawing layers
Drawing layers
Dim swApp As SldWorks.SldWorks
Dim swDraw As SldWorks.DrawingDoc
Dim swSelMgr As SldWorks.SelectionMgr

Sub main()
    
    On Error Resume Next
    
    Set swApp = Application.SldWorks
    
    Set swDraw = swApp.ActiveDoc
    
    If Not swDraw Is Nothing Then
        
        Set swSelMgr = swDraw.SelectionManager
        
        If swSelMgr.GetSelectedObjectCount2(-1) > 0 Then
            
            Dim layerName As String
            layerName = InputBox("Specify the layer name to move selected objects to")
            
            Dim swAnn As SldWorks.Annotation
            
            Dim i As Integer
                        
            For i = 1 To swSelMgr.GetSelectedObjectCount2(-1)
                    
                Dim swSelObj As Object
                Set swSelObj = swSelMgr.GetSelectedObject6(i, -1)
                
                If TypeOf swSelObj Is SldWorks.SketchSegment Then
                    
                    Dim swSkSegment As SldWorks.SketchSegment
                    Set swSkSegment = swSelObj
                    swSkSegment.Layer = layerName
                
                ElseIf TypeOf swSelObj Is SldWorks.SketchPoint Then
                    
                    Dim swSkPoint As SldWorks.SketchPoint
                    Set swSkPoint = swSelObj
                    swSkPoint.Layer = layerName
                    
                ElseIf TypeOf swSelObj Is SldWorks.Note Then
                    
                    Dim swNote As SldWorks.Note
                    Set swNote = swSelObj
                    Set swAnn = swNote.GetAnnotation()
                    swAnn.Layer = layerName
                    
                ElseIf TypeOf swSelObj Is SldWorks.DisplayDimension Then
                    
                    Dim swDispDim As SldWorks.DisplayDimension
                    Set swDispDim = swSelObj
                    Set swAnn = swDispDim.GetAnnotation
                    swAnn.Layer = layerName
                    
                Else 'try to set the layer using late binding
                    swSelObj.Layer = layerName
                End If
                    
            Next
        Else
            MsgBox "Please select annotation, sketch segment or point to move to new layer"
        End If
        
    Else
        MsgBox "Please open drawing"
    End If
    
End Sub