If when using Ancestral Sources to add a data entry you find it refers to a person who you want to be part of your GEDCOM file, but is not currently recorded, then you can add them directly in Ancestral Sources.
On each of the main data entry screens there are Add Parent, Add Spouse, Add Sibling, and Add Child links on the right-hand side that let you add relations. See the Populate the Census Grid tutorial for an example.
Some screens also allow the name of new relation to be entered directly into a name box. See the Enter Baptism Information tutorial for an example.
There is also an Unrelated Individuals option for completely unrelated individuals.