I'll need a little more detail than that! I see you're a new member, so one of two scenarios are possible: 1) you simply aren't looking in the right place, or 2) there's a bug.
If you're new and just don't know your way around, you use the "Add to my collection" links while browsing the database to add toys to your collection, and similarly, click the "wishlist" checkbox to add an item to your wishlist.
If there's a bug, it'd be helpful if you could provide some details. What kind and version of browser are you using, what exactly were you clicking on, and so on.