You can create new leads in several ways.
First of all, automatic lead generation is available during incoming calls from unknown numbers.
Secondly, you can create a lead manually. On the appropriate CRM page, you can see two tabs: my leads and raw.
Clicking a plus icon next to the search bar will let you add a new lead. The difference is that a lead created from My leads page will be automatically assigned to you, and the one from the raw tab will remain without a responsible employee.
You can also create a lead via open API CRM interface. For example, it is convenient to add leads from a website form via API. Here you can find an example of how to do it.