Right click on the Address window (Bottom left) and select [Add Addresses]. Specify the start and end address and an address step (e.g. an address step of 2 will create alternate addresses) and these addresses will appear in the window.
Double click on any address to set that address to a value. Note, you can select several addresses while holding the SHIFT key down, then right click and select [Edit Addresses] to set multiple addresses to a single value in one step.
Note that the address in the actual messages may not be the same as the ones in the data map. Modbus can apply an offset for each function. This mapping is done in the relevant function range and you’ll see that defaults are set up for you. (Top left window)
WinModbus has an autocreate function which will create the addresses in your datamap for you everytime you are polled (if they don't already exist). This way you can create your datamap quickly, just by being polled.