From the Triggers, Inputs and Outputs tab - explained here

From the process map - explained below

Select either Data object or Data storage from the green add buttons on the map. Add {object} card will open up

Fill in the title

Select the activity to associate with from the dropdown

Select the type: default, data object, data storage

Select the green Add button

The data object/data store will appear on the process map as well as in the TIO (triggers, inputs and outputs) tab