To add a derived table, a named sub-query to CTE or unite several SELECT statements with set operators like UNION, you can right click on the design pane and use the context menu:

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Or you can do the same using the dropdown toolbar which appears on mouse hover on the query navigation bar:

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BTW, all subqueries are displayed on this toolbar after their addition to the query.

 

The only type of subquery which you currently should add by typing is subquery in SQL expressions (in the SELECT and WHERE parts). You can type only a template of such subquery:

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After that, it will be available for designing visually on the navigation bar:

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