It's very simple!
Just navigate to the course that you want to add an assessment to by clicking on Teaching then on Courses, followed by the course that you want to add an assessment to.
Next, click on Materials & Assessments and use the drop-down menu to either add an existing assessment or to create a new one.
From there, you can choose which Assessments you want to add by clicking on Add to Course. Once done, simply hit Close on the bottom.
Once added, you will see that the assessment has appeared at the bottom of the list of modules. If you want to change where the assessment appears in the list, simply click and drag the icon on the left side of the module.