On a My Space detail page, you will see two source panels:
When you upload to Knowledge in the main sidebar (not inside a specific My Space), the source lives at the org level — a shared library you add once. It is available to associate with one or more My Spaces.
Inside a My Space, use Add from knowledge base to pull in org-level sources. The source stays in org Knowledge; the My Space gains access to it for retrieval.
You can remove a source from a My Space without deleting it from org Knowledge. Other My Spaces that use the same source are unaffected.