While reviewing your results on Step 2 ("View and Sort Results"), you can add companies to your watchlists. Click on the "Follow" button next to any companies of interest to you, then choose which watchlist to add the company to. If you are already following a company in your results, they will be shown with a green "Following" button instead, however you can still click to follow it in another watchlist.
If you're interested in following multiple (or all) of the results from this search, there is a quicker option to do this in Step 3 ("Save, Export and Follow").
When you have finished reviewing the results of your Prospector search, select "Step 3 - Save, Export and Follow" to move on.