Actually, there's a typo int he p5 manual. At least, the early ones -- that says to click the wrong thing so that you end up doing exactly that. Double checkmark. That's what you want to add the clothing into the scene, and then you go to Figure --> Conform to and then select the figure you want it to go on.

thou and I, my friend, can, in the most flunkey world, make, each of us, one non-flunkey, one hero, if we like: that will be two heroes to begin with. (Carlyle)