Use the Group Selector
By default everything you drag onto DEVONthink's or DEVONnote's Dock icon or add e.g. through its services is added to the inbox. This is convenient if you don't want to interrupt your workflow just a file a note, capture some text, or file a document.
However, if you exactly know where the data should go this can be an unnecessary step. Change the default destination in the app's preferences, Import tab, to Select Group. Now whenever DEVONthink or DEVONnote receive data the group selector panel pops up and lets you choose a destination (database and) group right away.