To create a new clip, run the New Clip command (located on the File menu, and on the Clip Window toolbar). A new source file window will open. You can type and edit this file like any other. When you close it, the clip will be retained in the Clip Window until you delete it.
You can also create a clip anytime by using the Copy to Clip command, or by dragging and dropping text onto the Clip window. You can also drag a file from Explorer onto the Clip Window to open a file as a clip.