A pattern is a set of sounds. Hence, to create a pattern, you will most of the time want to start from a set of sounds you wish to group together, then select Effects > Make Pattern. This will:
Once you have created a pattern, you may want to give it a meaningful name to better reflect its intended characteristics (something like "rhythm1", or "modulated soft sweep"...). You will also notice that it is no more possible to edit the individual sounds you had selected: they now behave as a fixed block. You can still move, resize and change the sound level of this group of sounds, but you can't set its waveform nor envelope, nor modulate it (as it may consists of several sounds with differing characteristics). This is the goal of patterns: letting you manipulate a group of sounds as if it was a single object.
Alternatively, you can select a starting pattern that you wish to clone, then press the "+" button in the editor. A new pattern is created and assigned a unique name. You can change the name to better reflect its intended characteristics, at any time. Do not forget to press return after having typed the new name to make the change effective.
Note that a pattern can contain sub-patterns and modulations. This lets you construct very sophisticated patterns by assembling more and more complex with one another.