Are you talking about adding something like a vertical stabilizer, with or without a control surface? For that you would add a Wing component and give it an appropriate dihedral value (e.g., 90 deg) to attain the desired orientation.
Or are you talking specifically about the kind of vertical fin you would find on a helicopter? I believe the Fin component type is only available as a child of a Tail Rotor component.
As a "best practices" side note, we typically organize the tree of components such that each component is a child of the thing to which it is physically attached. Aside from the fuel tank or battery which is always attached to the airframe, that typically results in components nesting somewhere under a fuselage component, not being attached directly to the Airframe. (Note that in some designs there may be more than one fuselage.)
