Type the % you want into the Opacity box of the Layers panel. Fireworks and Photoshop are apples and oranges. You cannot expect each to include all the functions of the other.
If by "layer" you mean the selected objects, there are some extensions you can use for setting the selection's opacity.
The Toggle Opacity extension (http://johndunning.com/fireworks/about/ToggleOpacity) makes it easy to toggle the opacity between a value like 50% and 100%. The extension only comes with two commands, but you can duplicate the files and rename them to create as many opacity commands as you like. The opacity value is specified in the filename, so you just need to change the filename to customize the command. You can assign keyboard shortcuts to the commands for quick access, like alt-1 for 10% (I don't think you can use single numbers for shortcuts).
The Adjustments Panel also lets you increment and decrement the opacity by clicking buttons: http://johndunning.com/fireworks/about/AdjPanel