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If you mean one MODULE, then just go to Module Properties, look at the giant form that appears there. It should say "New Song", so this means this is a song in the module. Now click in the "Add" button and there you are, a "New Song" shall appear in the list. You can also rename them if you wish.
Additionally, if your help file doesn't load, try downloading FT again, and if it still doesn't work, check some threads that have been made before. I might give links to make it easier, but I personally don't know how to fix it since I have never experienced this problem.
EDIT: What Slimeball said also works. You can import an older FTM in your module, but this means the instruments will be copied, I think.
EDIT2: I found [url=http://famitracker.com/forum/posts.php?id=4369]this thread. Hopefully it will help you with the help file issue.
Well, for importing FTMs, you can select whether or not to copy instruments, but if you don't, you should be *really* sure you use the same instruments for both songs.
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"im going to continue making this crazy stuff then after a while my style will be so sick that you will be like damn suuun that shit is so sick i dont even get it. i will be like bro its ok.. you dont have to." -omgdonut