There is two ways you can add a New Payee.
1- When you create a new check on top right by the check number click on that New Payee button
2- You can go to Setting > payee > NEW
Here you can edit or delete payee also. You can merge payees also here.
When you select payee to create a new check, on the right-hand side you will see details of the payee with a blue edit button. You can use this button to edit the payee instantly.