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You can add multidesign for a project.
Procedural: Create new project just like normal, create first new design named: SFxxAA1_sd, then use the same project name to create the second design named: SFxxAA1_ufd.
Problem: Sometimes, you can process backannotate operation successfully, but the pin number doesn't appear. That is because in the multidesign project, Concept HDL can only back annotate the current working design. You can set the working design in Project Manager->Tools-> Setup->Design