Untappd uses Foursquare for all venues. To add a venue, you need to create a foursquare account, and create a venue via their Mobile App or via the web at https://foursquare.com/add-place. Once the venue has been created and you check-in into it - it will show up in your search in the "Add Location" screen.

We cannot create venues in Untappd, all venues must be created in Foursquare first.

If you created the venue as "home" category - please make sure you follow these steps to make sure it's searchable: 

http://help.untappd.com/solution/articles/25000001963-my-home-venue-disappeared-from-untappd-what-happened-