As we add a new shape or insert an image in photoshop there is a new layer created every time but this is not happening in Illustrator. The whole project of mine is created in 1 layer only but I don't want that. I want each layer to get separated . Hope you get my query
Layers are inherently different in Photoshop and Illustrator. Everything in Photoshop is a layer, but Illustrator's Layers panel is actually layers and objects. Everything is created on one layer by default but you can still open that layer and see each object as it's own "layer".
If you do want everything on it's own layer (although you probably don't need to), you can do so by selecting the top level layer in the Layers panel and choosing "Release to Layers (Sequence)" from the panel menu: