"Give your data set a name (not mandatory; if you don't enter anything, a name will automatically be attributed). (1)
Then select the elements to be used as dimensions or metrics in your data set, by hovering over them and then specifying whether each is a dimension or a metric. (2)"
You may also specify if an element should be used as the "granularity" in order to create a notion of evolution in your graph (a date, for example).
All elements you've selected will appear at the right of the window. Rename these elements if you'd like, in order to make your data display clearer and easier to understand in your dashboard. You may also reorder the elements of your data set by simply dragging and dropping. (3)
Finalise the creation of your data set by clicking the "OK" button.