Swimlanes are a way for users to visually represent activities and the roles that play them. Essentially they define the participants of a process as well as the activities that will be undertaken by each of those participants in the course of the entire process flow.
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To create a new swimlane, click on the Participant element icon on your left toolbar; your the element menu found on the left side of the design pane. Your mouse cursor should change to the Participant element icon now. Click twice on the workspace to add two more swimlanes.
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