Click on an empty square to place a wall. Click on a wall to get rid of it. Click the "Clear Board" button to get rid of all walls.
When you have a layout you like, select "Save Board" from the File menu to store the board for future play.
The boards are stored as resources, and each is only 8 bytes long, so you shouldn't have to worry about how many you save. The program also checks the new board against all existing boards, so you can't accidently store two the same.