To add a new entry, select Library → New entry..., press CTRL + N or click on the dedicated icon of the toolbar.
A dialog window is displayed. By default, 5 common types of entries are displayed:
Window for selecting default entry types. Note: the actual content of the "others" menu depends on the database mode (BibTeX or biblatex).
For other types of entries, click on Others. That expands the window and displays the other entry types available:
Window with all available entry types. Note: the actual content of the "others" menu depends on the database mode (BibTeX or biblatex).
Finally, the entry editor opens and let you fill in the various fields.
You can directly create a new entry of a specific entry type by using a keyboard shortcut. We strongly recommend learning the shortcuts for the entry types you use most often, e.g. Ctrl + Shift + A for adding an article entry. See Options → Customize key bindings.