It sounds from your message that you are working in Photoshop (not InDesign or Illustrator or Lightroom or other Adobe software), so I moved your message from Creative Cloud to the Photoshop forum. Let me know if I got it right or not.
A jpeg does not support layers, so use psd or possibly tiff. Don't use jpg if you want multiple layers.
The images may start out as raw, but when you open then in Photoshop, you can't save them in raw. You have to pick another format.
You can work on raw images in Bridge ACR and in Lightroom. Then you can work on them in Photoshop on a regular layer or as a smart object (protected so that you can return to ACR and put filters on them).
If you make all edits in ACR, those can be cleared in the future.
This is simplified, so ask where you need more details.
To add to Jane's reply, you work in Photoshop with the native file format, PSD. Although you may work in Layers you will probably save your image in another format, such as JPG, for distributing to others, such as for photo printing etc. But always keep your original layered PSD file as you may need to go back to it to do further editing.
Be sure that your new document (you said new layer) does have the same pixel dimensions (and/or the same size and resolution).
Otherwise the layer from another document change his resolution to the resolution of your destination document. Thats why it seems to enlarge. But if the pixel dimensions of both documents are equal - drag and drop will be successful.