You can go into the Object Repository and add an Insight object manually from the toolbar, but if you want to do it while recording, below are some steps to follow. The Insight option is greyed out if you are not recording under the Record menu.

1. Click Record button to start recording in a new GUI test
2. On the UFT Recording toolbar, click the Default (recording mode selector)
3. Select Insight Recording
4. Click on each of the objects you want to work with
5. When finished, click the stop button
6. Check your UFT script. You should see Insight objects now and these same objects are also in the object repository