Go to the existing child. When no categories for entries/changes are open, you will see "Click to add relatives to [the existing child]", and an option below that is "Add brother/sister". Click on that, and then a new box will open for "Sibling of [the existing child]". Now you can input a new sibling. He/she will automatically have the same parents as the existing child.
You can change one of the elder sibling's parents, if he/she has a different mother or father; how to do that is explained elsewhere).