To create a new lesson in Acorn Chess you need to be using the Tutor Edition. You can change the edition by going to File->Switch edition in menu.
Step 1 - Start with a position/game you want to add to a lesson
This could be one of the following:
A new position you have created using the board editor
A position from an existing lesson
A mini-game
A classic game or game you have imported using PGN
Step 2 - Click the Add icon in the top toolbar
Click the Plus button icon in the top toolbar shown with the red arrow below.
Step 3 - Provide detail of the position / game you are adding
The Lesson should be left as New as this is a new lesson that does not exist yet.
Change the name from "Custom Position" to something that makes sense for that position / game.
The category is really the folder / chapter inside the Lesson. It could be anything you want in terms of organising positions in your lesson.
You can also add a description. Importantly you can always edit these details later so just fill in basic details to start with.
Step 4 - Give the Lesson a name
Once you click Add from the previous dialog you will asked to provide a name for the Lesson. This is the name that will appear in the Lessons section. Again this can be changed later as well.
Once you have done this your new Lesson will appear in the Lessons section. And then when adding more positions to this lesson just select this lesson name from the dialog in step 3.