With the new Amazon Selling Partner API, we are no longer able to add new SKUs to existing shipments. The quantity of existing SKUs in a shipment may be adjusted, but new SKUs will be added to a new shipment(s) even if destined for the same fulfillment center.

Once you have finished adding all of your items to a batch (Adding Items to Batches in PREP & SHIP) and (if necessary) listings have been created (Creating Listings in PREP & SHIP), then select the "Create Shipment" button or the "Create Case Shipment Plan" in the lower corner of the screen. 

Be sure the desired batch is selected, as illustrate here: 

You should receive a shipment plan like this: 

When you accept the shipment plan by clicking the OK button, items will be added to the shipment(s) as outlined in the plan. You will see a green notification as well as the new shipments added to existing shipments in the Shipments column.