Layers in AE work the same as they do in PS or AI.
To import a layered PS or AI file into AE, go to File>Import>File navigate to the file and select it. In the Import As drop down choose Composition - Retain Layers. When you add this item to your timeline all of the corresponding layers will appear.
In the timeline, click the arrow to expose the options for Position, Scale, Rotation, etc, to make changes to that layer. Here's a link with tutorials for working with layers Build compositions with layers | Adobe After Effects CC tutorials.
Now if you are asking about animating the arm, say to wave, take a look at Understanding animation | Adobe After Effects CC tutorials.
You got kind of a duplicate thread going here. See my other reply and read up on the links I gave you.