Open your Simon Says Assemble project. On the timeline (the right side), you will see a + icon after or before a clip when you move your mouse at the edge of a clip. Click this + icon.
These are chapters. You can name chapters and delete them. Be careful if you delete chapters as they will also delete all the clips in that chapter too.
Once you add chapters to your timeline, clips need to live in a chapter and all new clips added to the timeline will be added to a chapter. Or when moving clips around, clips need to be moved into a chapter, they cannot reside outside of the chapter system.
Chapters demo video: