I cannot find the menu entry to add a new sheet to my document.
(There are a few changes in the UserInterface now and then. Therefore always tell your version.)
Assuming you are using a recent version:
>Sheet>Insert Sheet... or
Click into the area right of the tabs showing the existing sheets. or
Rightclick on one of these tabs and select the item Insert Sheet... from the context menu you get.
(Typos corrected. Thanks to @LeroyG.)
Or just the big fat + plus sign left of the first sheet tab.