Did they email you? Click the star beside the name in the message header.

Other wise. click on the address book on the toolbar and them on the add contact button on the address book toolbar.

That's not exactly true. When you want to add a recipient to the address book, you're going to be looking at the Write page. There is no "Address Book" button on the Write page, although there should be. You have to go back to the main display to find the "Address Book" button on the toolbar.

What I said is exactly true.

What you said is however not exactly true. Why am I going to be looking at the write page? If I am there I will be typing the address into the mail not the address book. Clicking send will add it the the collected address book.

But for the purists there is a File menu > new > address book contact menu entry. I assume you missed that.