Unpublished Modules will not appear inside the Module Store and, as such, you cannot add them to your Presets the conventional way.
First, make sure you have a Preset ready. It is recommended to have a Preset made purely for Development purposes. Once ready, follow these instructions:
And there you go, your unpublished Module is now on your Dashboard Preset ready to develop!
Now that your scaffolded Module is on one of the Dashboard Presets, you can start actual development on it!