Xerox support couldn't tell you to push Email > Address book and then scroll down to New & Edit?
Or you can do the same in CWIS (printers built in web page) by selecting Address Book > Add
The User guide that came with the printer has a whole chapter on the Address book (Chapter 9, page 183 is the start), If it got thrown out, it is freely available on Xerox.com here
It's also the first thing in the Online support assistant if you type address and hit enter