Selecting a layer with object and making it curves

[industrialstudios]

If this is already suggested please delete.

I would like to be able to select a layer with an object (ellipse, square, cog, etc) in the layers palette (studio) where I can covert to curves when I right click it. Not sure why I have to be in the illustration to achieve that...? Again, if I missed this in my search and it's been addressed please let me know.