So this had me scratching my head for a good hour today. Comparing SampleApp v511 against a vanilla OBIEE 12c install I'd done, one had "Add Data Source" as an option in Answers, the other didn't. The strange thing was that the option wasn't there in SampleApp -- and usually that has all the bells and whistles enabled.
After checking and re-checking the Manage Privileges option, and even the Application Policy grants, and the manual, I hit MoS - and turned up Doc ID 2093886.1.
Apparently, it is a bug (go figure) that this option shows up when you use the SampleAppLite BAR file, and that the only proper way to upload datasets is through Visual Analyzer.
This is on version 184.108.40.206.0; perhaps the option will be formally added (or properly removed) in the future.
For the reasoning behind it being unavailable in Answers, see bug 22347229.