I started with InfoSelect version 8, but this should work fine for your situation. It is an easy two step process. First insert a new .wd2 file using the Insert Menu. The menu sequence is Insert --> File --> Data (select Data as the File type on the pop up menu). This places a new .wd2 file in your selector.
Second, simply drag the items you want into the new data file.
Overview.wd2 is your main default data file (the root of the InfoSelect tree). When you create a new wd2 file, it is not automatically opened by IS. Rather (although it is still a sub item of Overview.wd2) it remains closed, and yet compteletly searchable. When you expand it, it opens.
I have five additional wd2 files in my IS selector. Most are old emails.
Hope this helps you.
Have a great day!