Correct way to add assets into the Sequencer?

There’s a few ways to achieve what you want. In general though, I would suggest creating sequencer spawnables for any asset that you want to appear in a certain shot only. For assets that appear in most/all shots, it’s probably best to use possessables. You could go even further by creating a level sequence that contains certain spawnables and the including that level sequence for shots that need that collection of spawnable assets. By the way, possessables are created by dragging actors from the world outliner into Sequencer, or using the Add button. Spawnables are created by dragging assets from the content browser. You can also convert possessables to spawnables and vice versa. For more details on possessables vs spawnables, see this: https://docs.unrealengine.com/latest/INT/Engine/Sequencer/Overview/#possessablesvsstopspawnables

For even more workflows to consider, take a look here: https://docs.unrealengine.com/latest/INT/Engine/Sequencer/Workflow/ToolUsage/index.html