The Select Data Sets menu will show a list of Data Sources connected to your account.
In addition, it will offer to connect new data sources, or configure the import from CSV and Google Spreadsheet - this option appears at the bottom of the Data Sources list.
Press on the data source which you want to add to your report dataset. We have already mentioned this menu when talking about adding new account credentials for data sources. Here you can select an account you used during your advertising activity (you can include it as a whole or select only a few advertising campaigns).
In the same menu, you can set up a CSV import to add your data stored as a .csv file to the report dataset.