To add a control or define a new style for the dialog select the dialog element button on the docking palette.  A dialog asking for a name for the element will appear:

The Dialog Editor will choose a name for the element, which you can overwrite with a name of your choice if you prefer.  The Dialog Editor will validate that the name is unique and does not contain any illegal characters when you press the OK button.

When you press OK, in the case of a control a control is added to the form with the minimum default attributes.  The new control is selected and its details displayed in the Dialog Designer ready for you to edit them, as you would an existing control.  For a style the editor shows a style with all fields left blank, ready for you to define the font and color attributes.

If you would like to copy an existing control then click on it on the dialog window and in the Property Editor window click the Copy item to right or Copy item down buttons.  This will copy the selected item for you.