My data is already in a directory on the clearml-server machine and I do not want to copy it, just add it to clearml as dataset.

So the short answer is, no, it needs to packager it (read "zip it")
The reason is clearml-data creates an Immutable copy, and just "pointing" to files located somewhere will usually break very easily.
That said, actually it will be relatively easy to add as dataset itself stores links to the files and these links could actually point to an S3 bucket (for example)
wdyt?