In order to add a server, open the Options dialog by pressing the Options button on the toolbar, or by selecting the Options entry in the File menu.
This is what you'll see:
In order to add a news server, you must first type the server address in the text box. If your server requires user authentication, type the username and the password in the appropriate text boxes. Then press the Add button. The server will be added to the list below.
You can have as many servers as you like, and NewsReactor will scan all of them for posts and combine everything in the header list on the main window.
Please note: After adding a new server, you may want to download the list of available groups again. Find out how to do that here.