Yes... here are step by step instructions:

1. Drive around until you find something interesting. (This is called "Point Of Interest".)
2. Stop. Identify the POI and import it into Mapper by pressing and holding stylus on the point where it is on the map. (Having GPS receiver should be great help on finding correct map location.) Once the pop up window come up tap Location and then Add POI...
3. Enter your desired data/text into the fields and click OK. Now you have entered one POI.
4. Go back to 1. Repeat... over and over...

But seriously... that's how it works in the Mapper. There are no "official" automatic POI import feature, though I think rcull did write windows app that can import POIs from some other mapping software POI databases. You might try searching the forum...