The "+" icon is always disabled in the variables item list, as the
available variables are determined by the dataset. The normal way to
create a new symbolic regression problem is to import the raw data from
a CSV file. It is very likely that the format of your CSV file is wrong.
The formats that could be parsed by HeuristicLab are described at
http://dev.heuristiclab.com/trac/hl/core/wiki/UsersFAQ#DataAnalysisImportFileFormat
and additional example CSV files can be found at
http://dev.heuristiclab.com/trac/hl/core/wiki/AdditionalMaterial.
Additionally, I would recommend to create a new Symbolic Regression
Problem (single objective) instead of a multi objective one in the
beginning, as this is easier to configure correctly and the solutions
are easier to interpret.
Kind regards,
Michael