Here are the steps:
You can use the Mendeley Web Importer extension on Chrome to directly import references from PubMed.
Simply, do a search as per normal and on your selected article page click on the Mendeley icon in your browser. You will then be asked to select which references you'd like to save to your Library.
You can create a reference manually by going to File > Add Entry Manually.
While there are many fields, you need only populate the fields that are essential to the citation. Once done, you may click on Save to add this reference to your Library.