I'm not sure if I correctly understand your question, so I'll answer the two things that I think you might be asking and hope you'll ask again if those aren't what you meant.
If I have a problem file that I've created and want to add it to an existing set, the "best" way to do that is to:
- Go to the set detail editor (this is from selecting the set and clicking "Edit set" from the Instructor Tools page, or by clicking the name of the set from the Homework Sets Editor).
- At the bottom of that, select "Add 1 blank problem" to the set, and submit the form.
- Then, go to that problem (it will have the source file "blankproblem.pg," or something very similar), and change the name of the source file to the file that you want to have in your set.
The second thing I think you could be asking is how to add problems to a set. The easiest way to that is probably to follow the first two steps in the previous instructions, and then to edit the blank problem that is added.
If neither of those is what you really wanted to know, please ask again!
1. Go to the Library Browser
2. Select the homework set you want to add to in the "Target Set" menu at the top.
3. Select the "Local Problems" button
4. In the "local problems" drop-down menu, select the directory where your problem can be found, and press the "view problems" button.
5. Use the "Add" button for the problem(s) you want to add to the set.