You cannot add "Keepers" until you have finalized your draft order.
If you see the red "Finalize Draft Order" button, that means you have not completed that task, which is first required before entering in keepers.
Once you have Finalized Your Draft Order, then you will be provided a new tab called Keepers:
You can always go back and UNLOCK your draft order, and then re-sort your league draft order if need.
However, you will not be able to enter keepers until you first finalize the order.
You can find additional details about setting up keepers in the online Documentation area: