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After selecting the files you can click the View and Add Subcomponents button to view the subcomponents for these files if the object type supports subcomponents. You are able to select the stream that the selected files are sourced from if the project uses an SCM, or the Salesforce Org account if the project type is Salesforce and SCM type is set to NONE.

You can then select the subcomponents from the list to add to the package. 

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