In the Data Model Editor, you should of course add the PeriodTable to your Schema and relate it correctly to the other tables.
Since the PeriodTable is a dimension table, it is usually on the receiving end of your table relations, as in this example below, where Sales Invoice Line is the Fact table with foreign key Posting Date, related to Dimension table PeriodTable with primary key TheDate. Notice the direction of the relation.
Now you can start adding dimensions to the Shared dimensions folder from the PeriodTable.
Some of the dimensions may require special attention and may need to be modified via its properties in order to work as expected.