I am new to Yocto, so please explain a bit more.

Not all of the recipes can be found in poky layers.
You can use multiple layers together to be able to access more recipes (and features like bbclasses, etc.).
You will find more info in the manual.

All I have done is:
git clone -b krogoth git://git.yoctoproject.org/poky.git

How do I now add layers ?

http://www.yoctoproject.org/docs/2.1/dev-manual/dev-manual.html#enabling-your-layer
You will find the whole manual quite useful.

Or can I somehow clone Yocto 2.1 with all layers ?

I don't think that's possible.

Damir

Best regards,
Piotr Lewicki