Here’s a quick video by Chris Sutton that highlights how new sections can be added to Moodle (and removed) just by using icons on your main course page. Note that in the video the icons are arrows, however many other sites use a small plus and minus icon as well.
A handy tool to know about if you don’t want to always edit via the edit settings page for a given course.
Direct video link: http://youtu.be/VR0R2bvj7-E