Why can't I drag my sprite in my Assest to my Gameobject (Which I create in the code)? It only show the option of the existing object

Like I said, I want to add the fire sprite to the Game Object (Basic Projectile) but it show nothing when I choose the tab assets in the Game Object option.

Your Basic Projectile is declared as a GameObject in your code while the fire sprite you want to attach with is a Sprite. You need to either change your Basic Projectile to type Sprite, or more likely, create an empty game object (you can do this in your hierarchy) and attach your fire sprite to it.