The list of blocks you are monitoring in your watch window group appears to the right of the plot. You can add blocks to a Watch Window group in many different ways:
On any CAD, CLD or graphic (or other document including text documents), right click on any source or output hotspot, point to Add this Block to the Watch Window, then click New group or a group name. The block will be added with the default options.
On any CAD or CLD, right-click on a function block, and choose Add Standard Inputs and Outputs to Watch Window. The "important" inputs and outputs for that function block will all be added at once (see Creating a group automatically from a Function Block).
Right click on any live loop annotation, point to Add to Watch Window, then click New group or a group name. The block will be added using the options set for the live loop annotation.