For CO2? You can't do electrolysis since is covalent product.
It would be difficult to do thermolysis or photolysis.
The simplest would be reduction. Burn Mg in an atmosphere of CO2 and you get MgO and C.
Perhaps something like photosynthesis can be done in a test tube.
I'm sure there are a bunch of other possibilities such as
2 KI + CO2 + H2O -> K2CO3 + I2 (I forgot the exact equation)
and also could we recover or create artificial ozone layer ?
The ozone layer is actually not pure ozone. There is a little bot of ozone molecules. That's bc ozone gets decomposed to oxygen and sometimes reforms, sometimes not.
O3 and O2 are in equilibrium. Dumping ozone into the ozone layer is not going to help.
However, making ozone is easy.