How do you add a work item to a story in Agile Project Management?

How do you add a work item to a story in Agile Project Management?

  
Not sure if I'm going mad but when you click on a Story to see the detail and then select the Work Items tab there doesn't seem to be any way of adding a work item.

I've found a way of doing this by adding an issue then setting it to a story but is this the only way?