In Taking Control of DEVONthink, see the chapter titled “Get Information into DEVONthink”. And in the DEVONthink manual, see the chapter titled “IN & OUT”. If you haven’t yet downloaded the book and the manual, they’re free downloads at DEVONtechnologies | Handbooks and Extras .
As noted by @amalis, you can check the help. Also…
Move into database (remove in finder)
Command-drag
Move out ouf database (remove in DEVONthink)
This is currently not possible.
Index / link in DEVONthink (via drag / drop)
Command-Option-drag
Remove index without deleting in finder
This is only possible with indexed parents or individually indexed items as described in Help > Documentation > In & Out > Importing & Indexing > Indexing and the filesystem.