Some signals will need to be routed only on the TOP, L1, L2 and BOTTOM layers, or other layers, depending on their net.
However, layer sets are typically needed for critical nets, while other nets can be routed on all layers for convenience.
Click OK to define that layer set shown above. You will get the window below.
Click the right arrow button as shown above and that will place the layer set on the right.
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OrCAD X High-Speed Digital Design Guide