User-defined time series are added to your working set in two ways. If you select a time series of type "index" it is atomatically added to the list. This includes almost all time series called climate indices, plus area averages from fields. Other time series, such as station data, have to be added to the list explicitly after they have been selected (otherwise the list would get too long).

Note that you will only be shown time series with the same time resolution (daily, monthly, ...) as the series or field you are working with. If you want to correlate it with a time series with another time resolution you should convert it first, either to a lower resolution or a higher resolution.