Go to the Domain model of the module and at add an entity by clicking on Entity at the top as shown below
Hope this helps.
Also, you could always explore more as studio pro has a lot to offer!
I Strongly recommend you doing the learning paths to understand more about what mendix can offer to you and how it works.
I’ll leave a link to the Become a Rapid Developer learning path that absolutely can helps you with that and more questions.
Check it out: https://academy.mendix.com/link/paths/31/Become-a-Rapid-Developer