From the claims grid, click on the Contacts button under the Maintain tab. In the contacts pop-up window, click the New button in the top left to create a contact. Check the appropriate boxes at the top for the type of contact that you are creating. Enter in all of the appropriate information for that contact, and then click done in the upper right.
You can enter any number of contacts into this section. Once you have, click the Preferences button beneath the Maintain tab, and select the Loss Info section on the left hand side. In this section you can set the contacts you have created as defaults, and have them import into any future claims you create.