File|New Data File

Choose File|New Data File to create a new variable data file.

You are prompted to enter:

The number of variables. Selecting Get Variable Count from Clipboard, will add the number of variables to the new data file based on the number of columns currently on the Windows Clipboard.
The type for each variable. Choose either Number or String.
For type String, the width of each variable.
For type Number, the Format, Width and Decimal places.
The number of records. Selecting Get Record Count from Clipboard, will add the number of records to the new data file based on the number of rows (records) currently on the Windows Clipboard.

Use File|Save|Save Data As to save your new data file. The new data file can be saved to any WinCross variable data format (for example, *.sav, *.xlsx, *.csv, etc.).