To add a new element to the project, right-click on the Project,  click Add, and then select New item.... This will open Dynamics 365 items from the template, as shown in the following screenshot:

You can select the type of object you want to add, enter the name of the object, and then click the Add button to add elements to the project.

To add an existing element, you can search for the element in the Application Explorer and then click Add to Project, drag and drop the element to the project (the element must belong to the same model as the project), or click Create extension (the create extension element in the current project).