Although recording MIDI is a common way to create new MIDI regions, it is often desirable to do so as part of editing/arranging.
Create a new MIDI region is as simple as entering draw mode (press "d" or click on the pencil tool) and then Left-clicking in a MIDI track. A region will be created that is one bar long. Alternatively, use the left button to drag-create a new region of the desired length.
Once the region exists, to trim it to a different length, switch back to grabber/object/select mode (press "g" or click on the grabber tool). It can then be trimmed to any length desired.
Once a region has been created, some notes should be added to it.