Add missing tables from data source to existing dataset

both ways have the same result. M query with syntax similar to his one:

let
    Source = Sql.Databases("server addres"),
    #"DW" = Source{[Name="DW address"]}[Data],
    dimTable = #"DW"{[Schema="dbo",Item="TableName"]}[Data]
in
    dimTable

whether you will do it by copying existing query, or adding "new" data source etc. it doesn't matter, it's just a different way of achieving the same outcome

PowerBI will treat each table as a separate query in the same dataset

if you work with multiple environments I would suggest to split the process a bit to something like this
Query SQL_Connection (connection to SQL server that is then referenced by all the tables)

let
    Source = Sql.Databases("server addres"),
    #"DW" = Source{[Name="DW address"]}[Data]
in
    #"DW"

Dimension1 (referencing previous query)

let
    Source = SQL_Connection,
    dimTable1 = #"DW"{[Schema="dbo",Item="TableName"]}[Data]
in
    dimTable1

Dimension2

let
    Source = SQL_Connection,
    dimTable1 = #"DW"{[Schema="dbo",Item="TableName"]}[Data]
in
    dimTable2

 that way you only need to update the server address in one query (e.g. when switching from DEV to QA or PROD), and whenever you need to add a new table you just reference SQL_Connection and navigate to the new table