Turn on Iterations in your Workspace
Make sure that Iterations are enabled in your Workspace. Stories can be added to an Iteration via several different methods and locations in Clubhouse.
From the Story Panel on the Iterations Page
Navigate to the Iterations page using the Iterations Icon on the left sidebar. Use the Story Panel Menu on the right side of the Iterations Page to view Stories by Workflow State or by Epic.
Then, select one or many Stories using the checkboxes on the front of the Story. Using the Edit Stories button in the top left, select the Iteration where you'd like to add the Stories.
Dragging & Dropping Across Iteration Columns
When you're on the Iterations Manage Page (accessed by clicking the Iterations icon on the side menu) you can drag & drop Stories from one Iteration to another. Stories can also be drag and dropped from the Stories side panel into an Iteration.
From the Iteration Detail Page
Access the menu via the white caret on the green "Create Iteration" button in the top left to create a Story.
From the Story itself
Click on the Iterations menu of the Story dialog to select an Iteration. You can type into the search field to narrow down search results.
You can choose to assign Stories to Iterations one by one, or by bulk adding them to an Iteration.