Before you can start using the Leads functionality, you must ensure the Leads App is active in your account. You can read more about Leads and how to activate it here.
In order to manually add a new lead from your Dashboard, you will need to navigate to the Leads section, under Marketing, and click "New lead". This will open up a form where you can input different information, such as the email, phone number, or the lead source.
Once you are happy with the information provided, click "Create", and your lead will be stored in your account.