Somehow I missed it from the tutorial, but there are two places, where you can create a cockpit - in "MyWorkspace" and in "Documents". Only the latter option offers adding an analytical driver on the cockpit. Then the cockpit will have a previously absent "parameters" section on the toolbar. We can set those there and then pass the set values to the dataset parameters.
For example, we can add a driver on the dashboard and give it a url of "name", then setting the dataset parameter to $P{name} will do the trick. Hope it helps someone.