Studio provides several options for adding a data set to a project.
From the Catalog
On the Catalog, the data set details panel includes an option to add the data set to a project.
Click Add to Project, then select the project.
From Explore
When exploring a data set from the Catalog, the page header includes an option to add the data set to a project.
Click Add to Project, then select the project.
From within a project
From the Explore or Transform pages of a project, to add a data set to the project, click the + icon to the right of the data set tabs.
You can select an existing data set, or create a new data set.