To include products in a bundle to sell together, this is called a Smart Bundle. You can add products that you have already created and are already in your store. You can also create a product that you want to sell only in the bundle and have it “hidden” in the normal store front. A Smart Bundle is the parent product and what you are doing is attaching “child products” to it. Like mentioned the child products are either already found in your store front or are hidden products only found in your bundle.
To create a “Smart Bundle” first create all the products that you want to have in the bundle, like you normally would create them, before you create the main product of the “Smart Bundle”… all of the “child products” that are included in the bundle are separately created or can be products already in the storefront.