How do I make a new spell in the CS then add it to my character?

The easiest way is to navigate to the "Spells" section in the object window and then right click "New". Set everything how you want it to, and then do the following to add it to the player:

Create a new quest in the quest window. Call the ID anything you like, and leave the rest blank.
Launch the script window then create a new script. Set the type as "Quest" in the dropdown in the top right, and then type the following:

scn SCRIPTNAMEshort SpellHasAddedbegin GameModeif SpellHasAdded == 0player.addspell SPELLEDITORIDset SpellHasAdded to 1stopquest QUESTIDendifend

Replace SCRIPTNAME with what you want to call the script, SPELLEDITORID with the Editor ID of the spell you just made, and QUESTID with the ID name of the quest you just created. Then save the script.

Launch the quest window and navigate to your newly created quest. In the "Quest Script" dropdown, select your recently made script.