To create a game with mines placed wherever you want them, select Game|Create. This brings up the Custom Game window from which you can select the size game you wish to create.
Next, you are presented with a blank game window. Clicking on any square with either mouse button toggles the state of the square with respect to whether or not it contains a mine. For example, if your first click is somewhere in the middle of the blank window, the following is displayed:
Continue to fill in the rest of the window with mines. When you
are finished, click on the face 
with either mouse
button to start playing the game.
Note that this feature was put in to help debug the implementation of the rules, and is useful mostly to the author.