There are two ways to add a citeulike bibliography to your project on Overleaf:
A citeulike group is a collection of references that can be shared between multiple citeulike libraries, so it's a great way to keep the references that are relevant for a particular project together in one place.
Each group has a numeric ID, and if you go to your group's page on citeulike, you can find it at the bottom of the page:
Then you can enter the numeric ID (19208, in this example) when you add the citeulike bibliography to your project:
Note that you can change the 'name of the file in this project' to something more descriptive, if you like.
Check out this blog post for more information about linking on online bibliography to a project on Overleaf.