After you've drawn your first three atoms or so, you may need to rotate the molecule to put the next atom in the correct 3D position. There are rotation tools in the toolbar which will allow you to rotate your molecule however you need it. The third and fourth icons in the toolbar rotate out of plane and in plane, respectively.
You will also find the selection tool to be useful; it is a circle with another circle inside of it. Once you click this tool, any atom or bond you click will turn green to indicate it is selected. If you select an atom, it will give you the atom type (useful for double-checking that you input it right), if you click a bond it will give you the bond length, and if you click an angle it will give you the bond angle. At this stage, it doesn't matter if you have unreasonable geometries when drawing your molecule; this can be cleaned up later by the Model Build option. If you have any extraneous atoms/groups, select them and hit the delete key to remove them.
Once your molecule is drawn, HyperChem will clean it up a bit and make intelligent guesses for bond lengths, angles, etc, if you go to the Build menu and select Model Build. This is highly recommended before optimization; otherwise, your guess geometry might be too far off (there is no clear sense of scale in the drawing). Be careful not to select this option if you have changed the geometry for any reason (optimization, or changing the angle for a Walsh diagram), because doing so will reset the geometry to HyperChem's guess. You may find that HyperChem is confused by your molecule (example: C2) and wants to add H atoms during the model build. If so, let it add the hydrogens, and then delete them after model building.
For the single-point calculations in the Walsh diagram, you will need to scan across different values for an angle. To input your own value for an internal coordinate in HyperChem, select that bond or angle or torsion angle using the selection tool (making sure the relevant atoms and bonds are green), and go to the Edit menu and pick Set Bond Length or Set Bond Angle or Set Bond Torsion as appropriate. Then type in the value for that coordinate when prompted.
This should give you enough information to set up the molecule with the appropriate geometry for your computation. You might want to play with the drawing features for a while before launching into the ab initio computations to make sure you understand how they work.