Yes definitely, you can set a layer on another layer by using the Z-Index feature in Multi-Layer Slider Module. You can set the Z-Index value within the layer setting:

Step 1: Open the Multi-Layer Slider module setting in the Xpro Advanced Modules section.
Step 2: Drag and drop the Multi-Layer Slider module.
Step 3: Go to the Slides tab and click on the Edit Slide.

Step 4: Then, go to the Layers tab in the Edit Slide section and click on the Edit Layer in the Slide Layers section.

Step 5: Now, go to the Layer Setting tab in the Edit Layer section and then head over to the Style section. Set the positive Z-Index value to get the specific layer on top of other layers. Click the Save button once you are done.