To add to the information on the legend, you can add copies of any objects already added to the map. You might want to do this to detail cavalry from infantry or show the meaning of different patterned boundary lines.
To add an item to the legend, first add it to the map, then select it and choose 'Objects' and 'Add the selected object to the legend' from the menu as below :
Once items have been added to the legend, you can change their size, text and add sub-heading.
From the menu, choose 'Map & background' then, 'Show or adjust additional legend items' like so :
Then you will be presented with the main legend items window, where you can change the ordering, size and headings of the items.

To add a sub-heading, simply select the item in the list above which you'd like a sub-heading, then click on the 'Add sub-heading' button. An extra line will then appear. To change the text of the sub-heading, just double-click the entry and change it by typing or deleting as required.

As for the sub-heading, just double-click the item you want to change the text for and delete or type over the existing text.
To change the order the items appear in, select an item, then use the 'move up' and 'move down' buttons to move the item's position in the list. The order in which they appear in this window is the same that they will appear in on the screen.
You can set maximum sizes for the item images in the list by changing the 'maximum height' and 'maximum width' values and pressing 'resize'. Note that you must press the resize button before any changes will take place. The images will then be adjusted to make sure that none are larger than these maximums.
Any item in the list, be it object or sub-heading, can be removed by selecting it and pressing the 'remove' button.