Any one know how to or if you can have multiple primatives, objects or whatever to make one object? Secondarily, can you have layers of editable objects, ie eyes, belts, pouches, hats, that are all part of one scene with out loosing your primary model in the canvas?
Yup! Use the multimarker tool 
It’s explained very well in the manual but briefly, as you add each object you want to combine mark it. Once you have added all the parts clear your layer and select the multimarker tool (looks like an M) this will redraw all your combined objects. - Baz
You hope.
Multimarkers are tricky but useful. Do a search for bonecradle tutorial on how to use them. But you might want to try using zspheres to combine multiple objects. There is a tutorial on how to do this in the help(Zbrush 2 only)