You can add new contacts directly to My Contacts - the list that syncs with your connected source(s), i.e. Google Contacts, iCloud, and / or Exchange / Office 365.
To add a new contact, click [+] Contact next to the search bar. This will open a blank contact in the main dashboard where you can fill out the contact information. Once you have filled out all their information you can now click Save in the top menu to save your contact to the current address book.