From code ? or the CLI ?
In both cases the dataset needs to upload the parent version somewhere, azure blob supported.

from code, so after uploading it, I can add files to the data set, even after I finish the experiment?

I can add files to the data set, even after I finish the experiment?

Correct
https://clear.ml/docs/latest/docs/clearml_data#creating-a-dataset
https://clear.ml/docs/latest/docs/guides/data%20management/data_man_cifar_classification
https://github.com/allegroai/clearml/blob/master/docs/datasets.md#create-dataset-from-code

Notice the parents argument when creating a new Dataset

thx Martin!

👍