-snip-
Well, that's all correct, and a great resource, but I believe he was asking for these Face/Vertex buttons:

Click on the 'Vertex' button and click on the grid where you want to place a vertex.
Place three wherever you want. Great!
Now we'll learn the face tool.
Select all of the three of the verticies you just made. Click the 'Face' button.
If you did it right, a face should appear. By default, you can do the same thing by pressing 'F' on your keyboard.
A final note: Milkshape3D creates a lot of unnecessary verticies on shapes, so you will experience a lot of frustration when trying to add faces to existing shapes.
How?? I asked how to use the vertex and face things on Milkshape 3d. How is that vague?
Edit: You obviously are very vague, because you just confused Blastdown. Don't be stupid, and specify more than just "vertex and face things"