Click on Products. Then click on Releases.
Go into the relevant Release or create a new one by clicking 'Create'.
Go to the Assets Tab of the Release.
Then click either 'Add Asset from Catalogue' or 'Create Asset'. If adding existing Asset(s), please click all you wish to add to the Release.
If creating a new Asset, saving the Asset will automatically add said Asset to the Release.
Please ensure to Save the Release once complete to retain your newly linked Assets.