I didn't import, pardon, I just went
Grabbed a vector graphic jpeg
You don't have to shut down the computer to remove layer. You will find a trash can at the bottom of the layers panel. Select the layer(s) then the trashcan or drag the layer(s) to the trashcan (drag and drop). All but the last layer can be deleted.
As for a single layer to have transparency.
It must not be a background layer(will say background and have a padlock). Just drag padlock to the trashcan to convert the background layer to a normal layer.
If the layer is a solid color (for example) You would have to select all (ctrl-a on windows or cmd-a on mac) or use one of the selection tools for just part of the layer.
At this point you can just hit the delete key to remove any color within the selected portion(s) to reveal the transparency checkerboard.
If you are using artboards - You can select the artboard above the layer(s) and then right click for a pop up menu and choose ungroup. (I think the normal group commands will work, but have not tried - ctrl-shift-g on windows or cmd-shift-g on mac to ungroup - again I did not test so it may not work)
jpg's are not vector and they do not support transparency, Hence the background layer. Just drag padlock to trashcan as I mentioned above.
In properties its labeled jpeg, the tag that comes with it , also in properties, is below, I'm sure you're right, but this is the information they
ICNIC Photo2 stock-vector-happy-family-on-a-picnic-dad-mom-son-and-daughter-are-resting-in-nature-vect or-illustration-in-617601149 - Shortcut
Jpeg file format does not support image tranparency.
Some Photoshop supported File format support vector layers. PNG image support transpareny. Photoshop does not actually support vector file formats well like SVG file and ai files. However, they can be place into Photoshop as vector smart object layers..
Here I placing in an Adode Stock Imge Preview it an AI file so its a vector Smart Object layer and can tranforme any size with vector graphics. Howevet if I open the AI file into Photoshop it will open as a pixel layer nothing about it is a vector. And it wll not be a smart object layer
Here I open the AI file
I just place imbedded , open , desktop , selected a jpeg boat, that I worked on for hours last week,
no problems, probably 10 or 20 different times at least. Never lost the transparent background,
now, after a simple crop , its Blacked out background.
ai and svg files are over my head, I'm just going on what was working very well last week has
suddenly gone south , starting today.