Instructions should appear in red on the toolbar: shift-click to mark one end of the stick, then again for the second end. Finally, enter the world length of the stick and hit enter.
If you prefer to have a stick automatically drawn in the middle of the video, you can change the preference. Open preferences (Edit|Preferences) and look in the Actions tab.
The problem is that the calibration stick and the instructions bars DO NOT APPEAR when I create a calibration stick. I'm using Mac OSX 10.14.6. Can this be an OS compatibility issue?