Hi,
DataSource testStep can be added only to SoapUI Pro and not for the open source SoapUI.
// I added this code to setup script and it worked
import com.eviware.soapui.impl.wsdl.teststeps.*;
def registry = com.eviware.soapui.impl.wsdl.teststeps.registry.WsdlTestStepRegistry.getInstance();
def testStepconfig= registry.getFactory("datasource")
def testCase = testRunner.testCase.testSuite.project.testSuites["TestSuite 2"].getTestCaseByName("TestCase 3")
def config = testStepconfig.createNewTestStep(testCase,"DataSource");
testCase.addTestStep( config );
Thanks,
Jeshtha