The Add Outside Files command in the Project menu is only available if the active project is managed and it has one or more outside files. An "outside file" is a file that is open under the project's tab, but is not actually part of the project. When a project is closed and reopened, outside files are not remembered. Use the Add Outside Files command to make all such files part of the project, so they will be remembered by the project.
If you want to add some of the outside files but not all of them, use the Project|Add Active File to add them one by one.
Project|Add to Project
Project|Add to Project Unopened
Project|Add Active File
Project|Close Outside Files