Hi @aoskie Welcome to the Forum
Regarding Sketches, note that a Sketch resides on the Plane it was created on.
If you need to keep Sketches separate you will have to place them on separate Planes.
As well as the 3 Standard Planes you can use Add > Construction Plane.
This may be useful:
https://discourse.shapr3d.com/t/how-to-move-a-sketch-into-a-different-folder/5732
Many Forum Members would like to see a Multi Selection Tool.
Happy S3Ding