There are two different ways you can add tasks to a project.
On the Edit Project Screen
When you are on the Edit Project screen, you can create a Related Task, Appointment or Email for that project. Simply click the screen menu dropdown and click on one of the choices. A Create New Aero screen will open with the Project field autofilled and the Company and Contact (and email address for an Email) filled, depending on what information is available from the project. From there it's just the same steps as creating a new Aero from scratch.
On any create or edit screen
On any Create Aero, Edit Aero, Create Master Aero, Edit Master Aero, Create Aero Template, or Edit Aero Template screen, you can add the Aero, Master Aero or Aero template to a project by selecting it from the Project dropdown field. If the project doesn't exist, you can create it by clicking the Add New link in the project dropdown window.