Data sources are added to Web Performance Tests. They are not added to load tests. If all the web tests need a login then each test needs to have a suitable data source added. If the login actions can be written in a called web test (see the Insert call to web test
command in the web test editor) then that login (i.e. called) web test could have a datasource for the username and password etc.
One data source can be used by several web tests within the same load test. Each web test will have its own data access method (i.e. Unique
or Sequential
or Random
etc). That means that the same login data may be used by two or more test executions at the same time. If one data source file is needed but each test must use different logins then see this answer for some ideas.