The Managing Sandboxes option can be accessed using the dropdown arrow in the Org section (top status bar).
Selecting this option will bring up a screen containing a list of Sandboxes. You may add or remove sandboxes using the controls in this screen.
To Add a Sandbox, press the Add Sandbox button. This will bring up the dialogue window.
From here select any Sandbox in your organization and the Confirm button to continue.
Note: Your Salesforce user profile has to have "Manage Sandboxes" permission in order to be able to search sandboxes by name. You are still able to add a sandbox by entering its ID if you don't have this permission.