Possibly I don't quite understand you.
I would select in players functions list (in the middle 'column') e.g. "Go to DVD Chapters menu", then place my cursor in the box at the right "Or press button on remote" and then press button on remote.
If the command isn't in the functions list, I don't think you can simply "create" it (but I'm certainly no expert on WinLIRC). Maybe another user can help you.