Click the New button on the Sheet toolbar and choose what kind of sheet you want to create. The first choice is used the most. It adds a new empty data table and linked graph to your project.
You can also add a New Data Table (No Automatic Graph), a new Info sheet, a new graph of an existing data table, or a new layout. To be complete, this menu also lets you add a new analysis, but you'll find it easier to start at a data table or graph and click the Analyze button.