There are a few ways to add a new contact to your Contacts.
If you receive an email from someone you'd like to add as a contact, simply right-click on the email and choose Add to Contacts from the pop-up menu.
This will automatically bring you to the contact creation screen, where you can define more information for the contact if you wish. Once you are happy with the contact info you've entered, click Save near the upper left corner of the window. You will see a box that says Contact Created.
If you'd like to create a contact from scratch, click on the Contacts tab near the top of your screen and click New Contact.
This will also present you with the contact creation screen. Enter all the information you would like, and then choose Save near the upper left corner of the window. You will see a box that says Contact Created.