To manually create sponsorship relationships click on the Add New Sponsorship link just below the page title. This will drop down a box with two text boxes in it - one for the sponsor name and one for the child name (or name of what you are sponsoring in this cause). Start typing in the sponsor box and you will get a drop down list of sponsor who match what you have typed. Do the same in the child box. When the correct name appears, click on it to choose it. Once you have both selected click the Submit button to create the sponsorship relationship.
Be aware, the sponsor and the child must already be in your database and must be available for sponsorship so they cannot be marked as inactive.