if you don't have the database file selected when you start the game then you can't add it, however if you were to load the san marinese league into the game by ticking the changes box and selecting the file, then only load the italian league into your game you could use the add/ remove feature to bring it into your game then. but that only works if you loaded the additional league's file before the select the leagues you want active screen otherwise you'll have to start a new save.