Those datasets are just MetaData, a list of codes, names, currency… available in a given Quandl database. Those lists are searched when searching Quandl.
It is possible to add, remove or rename Quandl datasets.
Why would you do that? Initially, many dates are included, trying to cover the most desirable markets for a large range of worldwide customers. What is great for the many, is not likely useful for a specific individual. For instance, Berlin, Munich, Dusseldorf, Frankfurt, Hanover, Hamburg markets are covered… Great if you trade German markets… Useless if your focus is Australian markets.
Besides, many free datasets are not included in the initial list. Quandl add more and more databases weekly. When you are registered with Quandl you might receive regular information emails.
Finally, Quandl also offers Premium databases. Those are not included in the initial list but, after managing the appropriate financial transaction with Quandl, to gain access rights, you can add and use the datasets the same way you use Free data.
An example below shows how easy to add the Wall Street Journal list of commodities, codenamed WSJ within Quandl.
To select a new datasets, first explore the Quandl web site to understand their offering, free and premium. Explore the content and, when satisfied it is truly what you want, just press the "Add Base" menu and enter the code given in the Database documentation; in the case below, WSJ.
Enter a name. The name is just what will be displayed, whatever has a specific meaning for you.