Out of the manual I have:
"Go to the AI section. Click on “New†to create a new path, create a meaningful name, so you can later on identify the path from possibly a whole series of paths, like in our case “Yachts along coastline anti-clockwiseâ€. Then add path nodes using the Insert key of your keyboard"
Basically go to the AI section to make one then click in your environment and hit your insert key,, move to where you want that section of the node to end and hit the insert key again. Then place ships in the node. Hope that helps.. I can attach pics if ya need.