In the project navigator, expand the PLC target. Under "Logic" there are two selections; "Program Blocks" and "User Defined Types". Add a new UDT, give it a name, then double click on it to add new members.
When you try to download to the target Machine Edition compiles the program. To compile at any other time, perform a validate operation by going to the "Target" menu.
This is all pretty basic stuff, covered in the help menu.
RTFM.