The Add to Project Unopened command in the Project menu shows a file selection window just like File|Open and Project|Add to Project. Unlike these two commands, Add to Project Unopened does not open any files. The selected files are added to the project as closed files.
Only managed projects can contain closed files. If the active project is unmanaged, using the Add to Project Unopened command automatically turns the project into a managed one, as if you had selected Project|Managed Project in the menu.
Project menu
Project|Managed Project
Project|Add to Project
Project|Open Closed Files
Project|Remove Closed Files