Click on "Club Management" then click "Roster Builder"
Select your "Event Roster" then click "Submit"
Click the checkbox's of the players you want to put on a team. Then find the team over on the right side of page, and click "Add To Team"
Those players are now on that team's "Event Roster"
The "Yellow Caution Sign" next to the players names means that those players are "Pending" on that "Event Roster". When the event approves the roster, those "pending signs" will be replaced with "Green Checkmarks".