Your UML model consists of a set of UML elements and associations between them. However you cannot see the model directly, you use Diagrams to look at it.
To create a new diagram in your model simply select the diagram type you need from the submenu in the menu and give a name to it. The diagram will be created and made active, and you will immediately see it in the tree view.
Remember that Umbrello UML Modeller makes extensive use of context menus: you can also mouse button click on a folder in the Tree View and select the appropriate diagram type from the submenu in the context menu. Note that you can create Use Case Diagrams only in Use Case View folders, and the other types of diagram can only be created in the Logical View folders.
Should you need to remove a diagram from your model, you can do this by making it active and selecting from the Menu. You can also achieve this by selecting from the diagrams context menu in the Tree View
Since deleting a diagram is something serious that could cause loss of work if done by accident, Umbrello UML Modeller will ask you to confirm the delete operation before actually removing the Diagram. Once a diagram has been deleted and the file has been saved there is no way to undo this action.
If you want to change the name of an existing diagram you can easily do this by selecting the Rename option from itsmouse button menu in the Tree View.
Another way to rename a diagram is to do this via its properties dialog, which you obtain by selecting Properties from its Context Menu or by double clicking on it in the Tree View.