The Fireworks hierarchy is:
Each State can contain multiple layers (and sublayers) and objects. You can share or limit the visibility of layer contents to states. regardless though, the actual layers themselves will be present in all states. Delete the layer, and it's no longer part any state on the page, including any objects it contained.
The contents of a layer can be unique from state to state, and I mean completely unique. Different colors, objects, positions, effects.
For example, in State 1 you have a layer containing foreground object which will end up being animated.
You also have a separate layer which holds the background image or color for the animation. The content of this layer will remain exactly the same for the animation duration.
You can Share the background layer to all states, because it doesn't change.
As you add new duplicate states, you can change the position of the object in the first layer. Add enough states and move the object enough and you have an animation.
Above is a very simplistic example but hopefully it helps. There are other ways to generate animations rather than the manual process listed above.
This link might also be helpful:
Thank you, Jim, this helps a lot. I've been looking at the heirarchy as Pages, Layers, States... Your suggestions make sense now and I'll give them try and read up on that article.