In Edit mode, open the Individual Datasheet by clicking on the tab if necessary, and click on the New button towards the bottom of the window.
When you have finished entering details of the individual, click on the Add button towards the bottom of the window, to save the information within the program. The background colour of the text will change from white to yellow when the information has been saved.
Before leaving View/Edit modes, you should also save the gedcom file to disk, by choosing Save from the File menu, or clicking Save on the toolbar. You will be prompted to do so.