You can animate every character you want in one layer but placing them in different layers can be cleaner and easier to use especially for a lot of characters.
Use M to move an object to another layer ; (A) on your screenshot is the render layers panel, it has nothing to do with the scene layers that you can see in the 3D view, the render layers are used when you want to separate your render in several layers.
I’m not sure I understand your second problem but usually all the bones need to be placed in edit mode before creating any bone constraints on them in pose mode.