To create a new archive, choose File->New or use New button in the toolbar. It will open the New Archive dialog, where you should enter the new archive name. By default, File Roller determines the archive type from the filename extension, so if you entered the filename archive.tar.bz2, File Roller will create a bzip2-compressed tar archive. You can also explicitly specify archive type using File type drop-down list, though it is not recommended.
After creating an archive, you can add files to it as described in the section called Adding Files to an Archive.