How to move sprites foward?

Sorry if i sound a bit nooby. I'm working on a 2d game and I'm making a character that has multiple sprites on it. but i want one of the objects to be behind the player, not on over him. I basically moved the sprite on the z axis, but is that the only way to fix that? Does it have to do with layers in game? if so, how do i do change the layer of a sprite? -thanks in advance.