To add a project you need to first open it. Once opened select the "Work Bench" icon in the main JCVS window:

Now go to the project window and select "File/Add To Work Bench...":

A dialog box will appear asking for the module information. You must fill out the first two lines. The Display Name is what you will see on the workbench:

Selecting OK will add the project your workbench. Now to open the project just double click on it.