There are three ways to add a data file to the currently open Project (VTprj) file,
Execute one of the File | New commands in the ME'scope window.
(See the File | New command sections below for details.)
Execute one of the File | Import commands in the ME'scope window.
(See the File | Import command sections below for details.)
Double click on the data file in the right (or lower) pane on the Project fly-out panel.
Or Right click on the data file in the right (or lower) pane and execute Add in the drop down menu.