By Typing...

Type a matrix using nested curly braces:

Use MatrixForm to format a matrix as a 2D array:

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Using the Menu...

Choose Insert Table/Matrix New..., select Matrix, enter the numbers of rows and columns and click OK. Use to move through successive matrix positions, filling in values:

Programmatically...

Create a matrix with any function that returns a list of equal-sized lists, for example, Table:

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