Dataset is the second most important concept in Supervisely. Here is where your labeled and unlabeled images and other files live. There is no more levels: images or videos are directly attached to a dataset.
But most importantly, a dataset is a unit of work. To start labeling, you need to click on a dataset card — and you can only label a single dataset in the labeling interface at a time. Also, you cannot assign a labeling job to a project — only to a dataset.
You can add more datasets to a project by selecting Upload in the project's context menu.