Before adding files to an archive, make sure that you've opened or created one before.

Click the Add-Toolbutton, use the main or context menu to go to the 'Add files' Dialog. Here you can select all the files and directories you want to add to your archive. Check the options, select the compression rate and press Add to go on.
Now the adding procedure starts. You can't do anything while FilZip adds the files.
If you want to cancel the Adding process, just click 'Cancel' in the status window.

Another way to add files to an archive is dragging files into FilZip Window from the Desktop or the Explorer.