Hi Christopher,
After you have created KPI Library folder in your Sourcing Library follow below steps:-
1. Open your KPI Library folder and click on Action
2. Choose Content Document.
3. Enter Title of the Content Document and click Ok
4. Now Add KPI
5. And then select This KPI will contain supporting data (KPI, questions, and/or requirements).
Once you select the above option this KPI will act as KPI section. Same option will available while creating it in scorecard. Hope this will help
Regards,
Aditya