Insert a 3x3. Right-click somewhere in the matrix and select Insert.
Then you can add Rows & columns as you'd like.
Or, you can use the linear notation.
In an empty new equation thing, hold ALT and type 9632 on your numpad.
Then type (&&&&@&&&&@&&&&@&&&&) and press ENTER to get a 4x4 matrix.
This representation is called Linear, while the one in matrix form is
called Professional. If you right-click an equation object, you can
switch between both views.
Lastly, if you need a particular matrix many times, right-click and
choose Save as New Equation. That adds this equation to the equation
gallery that has e.g. the Area of a Circle already in there.
To learn more about the linear notation (the feature is called Formula
AutoBuild), see http://www.unicode.org/notes/tn28/UTN28-PlainTextMath-v2.pdf.