Hi! I know this is old, but I have just asked the same question to Kagi support.
I have been using Claude's Projects to create my own helpdesks and search within my own archives of material. For example, I have all my notes related to Japanese Sake (brewing, tasting, pairing, etc.) within a Claude project. Since Kagi Assistant supports private focused assistants, it would be positive to be able to upload my own documents here and use Kagi in place of subscriptions to multiple providers.
This is effectively just allowing Kagi to have a private dataset of my own material, which can then be limited when processing a response.