The Managing Sandboxes option can be accessed using the dropdown arrow in the Org section (top status bar).

Selecting this option will bring up a screen containing a list of Sandboxes.  You may add or remove sandboxes using the controls in this screen.

To Add a Sandbox, press the Add Sandbox button.  This will bring up the dialogue window.

From here select any Sandbox in your organization and the Confirm button to continue.