I'm assuming you're asking for the Online product (not the download/desktop version), but if not, please correct me.

You don't actually need to create tax returns for your dependents to claim credits. In your return, you will have to specify that you have some dependents; that should be in the Intro section on the Dependents Information page.

In any case, you can create a new return by clicking the "Tools" menu, then clicking "Return Manager" menu item. On the dialog that pops up, click the "Create a New Return" button.