In the Test Sessions tab for the milestone, click the Add Test Session button. A pop up will appear to show a list of available test sessions. Click on the test session to select them, and click Add. If there are no test sessions currently linked to the milestone, you may alternatively see an introduction window with an Include Build Test Session button.
Note that the build needs to be released for testing in the Test Coverage tab for the Test Session to be available to link to a milestone.
Users will need view permissions in test coverage to perform this action. Additionally, depending on a user's project permission settings, they may be able to see all the project test sessiosn or just a subset of them.