The Data Menu gives access to the following sub-menus:

Training Data
Goes to the Training Set Tab of the selected run.

Testing Data
Goes to the Testing Set Tab of the selected run.

Change Training Data
Opens the Change Training Data Window for changing the training set of the selected run.

Change Testing Data
Opens the Change Testing Data Window for changing the testing set of the selected run.

Add Testing Data
Opens the Add Testing Data Window for changing the testing set of the selected run.