Tasks are assigned to workspaces. There's two ways to create tasks:
1) by the quick add in the tasks panel;
2) by going to New -> Task.
In the first case the task will be added to the parent's task workspace or to the selected workspace if it has no parent. In the second case you can choose the workspace yourself, and it defaults to the currently selected workspace.
P.S.: The tasks module is about to see a big improvement for next release.