Click Choose Files, then choose the data file on your computer to upload.
(Note that the Upload button will not be clickable until a folder location is selected, so if it's greyed out, make sure you've selected a folder.) Left-click on the folder you want to upload the data file to (usually 'Files (Home)' or a folder within that directory).
This goes for ANY dataset you want to work with in SAS ODA, including 'native' SAS datasets (*.sas7bdat) or other formats such as Excel and CSV. If you are using SAS OnDemand for Academics and have data files you want to work with in the program, you will need to upload data to your account.