To add a phase to the current BattleMap, choose 'Phase' from the main menu, followed by 'Add a new phase' as shown below.
You will then be presented with a window similar to that below where you can choose a title for this phase and add some description or note on the phase. These notes will be displayed in the details panel when viewing the map and in the handouts if generated.

Clicking 'OK' updated the phase with the title and description entered, and adds the phase to the end of the list. This list of phases can be seen in the tree panel to the right of the main screen (see 'Main screen layout') .
If you click 'cancel' the phase will still be added but will not contain the details you have entered.