When you add the file or files, select them and double click on the platforms column. You should go into edit mode with a button to the right (three dots on it). Now if that fails the first time try double clicking some more. The designer is very badly made for file deployment.
Ok then click the button with the three dots and you will get a dropdown with all available platforms. Select the ones you want and that is it.
I should write a resource management app as the designer that comes with Delphi is horrible, but I have no time to work on it :(