There are several ways to add Protein, DNA or RNA sequences to your project. The easiest is simply to drag and drop a FASTA file into the sidebar or drop area. Alternatively, you can go to Project / Load Data or Molecules / Chain from FASTA... to select and read in a FASTA file. Analysis will then automatically generate a Chain and Substance for you which will be listed in the sidebar. To change the name of your substance or the chain code, simply double-click on the substance or chain in the sidebar and you can make your changes in the Edit Substance or Edit Chain pop-ups.
If you prefer to type or copy and paste your sequence into the program, then you can go to Chain in the sidebar and double-click on New Chain or select Generate Chain from the Molecules menu. You will see a small pop-up where you can type or paste your sequence (in one- or three-letter code in the case of proteins), add a Molecule Name (this is the name listed under substances and can be changed at a later date by double-clicking on your substance), select the numbering at which the sequence starts and choose a chain code. Once you have clicked OK, your sequence will show up in the Chains and Substances part of the sidebar.
To create a second identical chain (for example, if you are working with a dimer), you can right-click on a Chain in the sidebar and choose Clone.