You can register a sow/gilt through the following path:
Management> Breeding Herd> Data entry> Females> Purchase > Add
There are three categories of female purchase:
Gilts
Click on the "Add Gilt Purchase" icon
And the following screen will open
Click on this icon 
for an open sow, and this icon 
for a pregnant sow purchase.
After filling all data, just click on "save and close (if there is no other entry to add) or save and continue (to add another entry).