On the left you have a list of lessons. If you started a new collection, this list might be empty except for one lesson that was created by default for you.
If you cannot see the list of lessons, you might have to enable it in the View menu - → .
The check boxes in front of the lesson name show which lessons are currently included in your practice. The number next to it is the number of words in the lesson.
Add a new lesson: Select where this lesson belongs to, for example the collection My Spanish Lessons.

In the Lesson menu, select New Lesson.

Please make sure to select the right point in the tree structure of lessons before selecting New Lesson. In our case, wanting a Sub-Lesson of Collection: My Spanish Lessons it is exactly that one that needs to be selected before going ahead with New Lesson.
To change the name of a lesson, double click it, or right click on the lesson and choose Rename Lesson. You can also delete it this way (but you'll lose its contents also then).
If you don't like the arrangement of lessons, you can move a lesson with the mouse. You can drag it onto another lesson, then it will become a child of that lesson.
If your lessons grow too big, you can choose to split them up to make learning easier in small units. 20 words for a lesson is probably a good size. Right click a lesson, or use → and the lesson will be separated into child lessons. You can choose to randomize the words that are put into the new lessons before assigning them, or to keep them in order.