To create a swimming lane you have to do the following steps:
Press the black plus in the yellow block () under the swimming lane. There will pop-up a screen wich ask you to add an actor. If you add an actor you can start modelling your process.
If you want to create more swimming lanes you have to press multiple times on the plus and add different actors to the lane. You can't add one actor to two swimming lanes. If you want to have more information about the objects and relations in BPMN so you can model a process.