How can I connect a dataset and a model?

You can add observed variables in the model by two means:

(1) Create an observed variable, by double-clicking on a model panel while holding the Shift-key. Then drag&drop a variable from the data panel onto the observed variable. The variable will turn from grey to black to indicate that it is connected.

(2) Drag&drop a variable from a data panel onto the model panel. The variable will appear as observed variable in the model.