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CCS Project->Add files is grayed out

I'm new to CCS.  I am running it on Windows 10.  I'm learning to program the PRUs on a Beaglebone Black for a new product we are developing.

I've started the Hands on Labs and at step 6 in Lab 1 (Toggle_led), it says to delete the linker command file which I did. Then to add it by clicking Project->Add files.  This option is grayed out.   

What do I need to do?