In menu Settings->Competitions you can edit and add new competition details.
This menu contains 2 types of details: Competition and Season.
List starts empty, to add any the types select one of the tabs in top panel
Click "(+)ADD" in top right corner to add new competition next windows will appear
Type in name of the competition (for example World Cup).
|Very important, after adding one of the details
YOU CAN'T DELETE THEM
but you will be able to edit the names of existing ones.
You will be able to select the details when you create a new match. All detains will appear in Match Stats & Reports->/any match/->Edit Match (top right corner)