To create your own workout on the application, you have two options:
Either you go through the "Journal" tab and click on the "+"
Or you go through the "Coach" tab, then "Workouts" and you click on "+"
Select "Add a workout..." depending on the session you want to create.
You will then enter the name of your session and choose when you want to schedule it.
From there, click on "Start" to prepare your session as you see fit by adding: warm up, exercises, cool down.