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If you want to create new XY coordinate points in a Map Project, you will need to first create a new Shapefile (a kind of Map Layer) in ArcCatalog.  It is best to create this new Shapefile as part of a Personal Geodatabase for your Map Project.

Create a New Point Shapefile Map Layer

1. Open ArcCatalog
2. Navigate to your Geodatabase.  Right click on the title of your Personal Geodatabase, and chooose New --> Feature Class.
3. Name the new Shapefile.
4. Provide a shortned version of the name in the Alias field
5. In the Type drop down list, choose Point Features.  Click Next.
6. In the New Feature Class dialog box, you will next set the Coordinate System for the new Shapefile.  To make sure that the Shapefile you are creating has the same Coordinate System as the other Map Layers in your Map Project, you can import the Coordinate System of another Map Layer from your Project. 
7. In the New Feature Class dialog box, click the Import button.  If the Look In: area of the dialog box does not display the Personal Geodatabase for your Map Project, navigate to your Map Project's Personal Geodatabase. 
8. Highlight one of the Map Layers in the Personal Geodatabase.  Click Add.  The name of the Coordinate System will now display in the Name area of the New Feature Class dialog box.
9. Click Next.  Make sure the box is checked next to Accept Default Resolution.  Click Next.
10. Click Finish.

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1. Add the new Shapefile to your Map Project.
2. In the Edit Toolbar, use the pull down menu and choose Start Editing. 
3.           Make sure that your Target is the new Shapefile, and not another Map Layer.
4.           Make sure that the Task is set to Create New Feature
5. Click the Sketch tool.  It looks like a pencil.
6. Add points to the layer by clicking on the desired location with the Sketch tool.
7. When you are finished adding points to the Map Layer, go to the Editor toolbar, click on the Edit pull down menu, and choose Stop Editing.  If you are asked whether or not you want to save your edits, click Yes.
8. Right click on your Points Map Layer and choose Open Attribute Table.  The only information displayed in the table is an ID number for the point and the designated shape of each featuer (in this case, they are all points).  If you want to see the XY Coordinate information, you will need to display it.

Display Digitized Coordinates for XY Points in a Shapefile Map Layer

1. Open the Attribute Table for the Digitized Points
2. Click on the Options button and choose Add Field.
3. Name the Field Y - this will be where you input your LATITUDE coordinates.
4. In the Type pull down menu, choose Double.
5. Click OK.
6. Repeat steps

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1. 2. - 5. to create an X Field.
2. Right click on the title of the X Field, and choose Calculate Geometry.  Click Yes.
3. In the Calculate Geometry dialog box, choose the X Coordinate of Point in the Property area.
4.      Make sure that the proper Coordinate System for your Map Project is displayed in the Coordinate System Field.
5.      Make sure that the proper unit of measurement for your Coordinate System is displayed in Units pull down menu.  Some Coordinate Systems use Feet and some use Meters - check the parameters of your Coordinate System before proceeding if you are not sure.
6. Click OK.
7. Repeat steps 7. - 11.  for the Y Field, making sure that the Property area displays Y Coordinate of Point.