To add a normal player that you will control yourself (i.e. two players in single-player mode) :
You have to set the slot to Normal (or whatever non-None role you want) and Active. Then the game will reload and say waiting-for-players. Then you go back to manage players and set the slot to Disabled. The game will reload and play on with both players under your control.
To add a player who will actually be controlled by someone else:
1) Mange Players
2) Enter their profile name (this is how the game matches the connecting player to the slot, as there can be more than one unfilled slot)
3) Pick the color they want
4) Pick the role they want
5) Change it to Active
6) Save, to cause the game to reload
7) Once it says Waiting For Players, have them try to connect
8 ) Once they've connected, the game will proceed with both of you.