Can I add any place to the map?

Yes.

First, use the Gazetteer to find a place.
In the results list, click on a place name.
Click the Add to Map button below the list.
The new place will now be shown on the map and in the Place Tree.

TIP: If you aren't sure it's the right place, you can use the Internet button, go to an online map, and see the place that was selected in the results list.