Documents cannot be added to a Collection from within the Collection itself. Instead, you can add a document to a Collection whenever you encounter one — whether that's while browsing your Favorites or viewing a document Preview.
Adding a document to a Collection:
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Navigate to your Favorites or open a document Preview
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On the document, select the option to add it to a Collection
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Choose the Collection you want to add it to
Removing a document from a Collection:
Open the Collection, find the document, and click the remove icon.
A Collection must contain at least one document to use it in Authoring Assist.