Hi Bruno, so there are 2 different areas of the scene browser where your objects can show up, one is that named objects will show under the "Objects" section. It sounds like that's what you're using currently. And yes to add an object to that section you would set its name.

The other section in the Scene Browser that is closer to Layers in Rhino is the "Styles" section. You can assign an object to a particular style by selecting the object and then clicking the color swatch of the desired style. Or also another way is that when you select an object, the object properties panel in the upper right of the window will show the properties of that object including the style assigned to it and if you click on the line for style a menu will pop out letting you change it.

- Michael