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The procedure varies depending on whether you are talking about through-hole or single sided (pad only, no hole) test points.
Through-hole test points are easy to create, but don't work well for some types of probes. You can easily create a single-pin library component for a through-hole test point using the pad using the schematic/pcb/component creation wizards in the library manager. You can then add as many instances of that library component as needed to any of your designs.
Single-sided test points (pads without a hole) are better for some other types of probes, but a bit less automatic to create in DS PCB. The main challenge is that (at least in the free version of DS PCB), SMD pads (pads without a hole) automatically get openings in the solder paste mask, so end up receiving solder paste, which may not be recommend for some probe types.
You can get around this, but it involves a couple more steps each time you want to add a test point to the board. This forum post has some info on it:
and also contains links to additional related posts.