is it possible to select a layer made up of multiple ungrouped sublayers?
Layers and sublayers are not grouped or ungrouped, at least not in the context of how a group is used by this program.
Is your question about a group of objects that are on different layers? If so then each item in the group can be on different layers and the group object itself can be assigned to a layer. The Select Deep tool can be used to select an item inside a group.