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The drag-n-drop from various Trees (Model Tree, Diagram Tree, Class Repository) to diagrams does work only if the drop target is a correct one for placing the dragged model. What I mean by “correct” is that the target diagram must support the selected model’s notation. For your case, Component Diagram does not allow the creation of Actor, therefore it forbids you to place the dragged Actor onto the diagram. You may try dragging an Actor created from an Use Case Diagram to a Sequence Diagram. You will be able to see the Actor appears on both the Use Case Diagram and the Sequence Diagram. Whatever modifications made on the Actor will effect in both diagrams.
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it would be helpful if the mouse pointer changed to something (like and “X”) that showed that you cannot drag an item onto that type of diagram. currently (build 20050624y) it shows the mouse pointer with the “+” which implies you should be able to drop it.