The new Z-Order bar is in the newer Beta versions, it came out after the last stable release. It is also for licensed versions only. It allows you to drag objects behind and in front of each other, even layer to layer.
For Expressions you can use during the game:
And there is a new ordering feature as mentioned in the Change log:
"To add a little extra control at runtime, there's also a new Move to object Z ordering action. This also allows you to dynamically Z order objects behind or in front of other objects, rather than just sending to front/back." (It won't be in the manual until next stable release.)
That command may or may not be in the free version.