The Gestures section of the Settings window allows you to add, remove, toggle active, and manage patterns within gestures.
This area should be pretty self explanatory, the only thing to point out is the View All Patterns button/context menu item. Each time you train a gesture, it adds the pattern to the list used when recognizing a gesture. You should generally aim to have these patterns look relatively similar or you will have unpredictable results.
However, sometimes you need to have two different gestures have a few patterns trained to distinguish them from each other. An example for this is a P and a Triangle. In my case, based on the way I draw both, I needed to train some extra patterns for each to help StrokesPlus.net see the subtle differences; as geometrically they are somewhat similar.
Keep in mind that settings within the Options » Advanced screen affect how strict StrokesPlus.net treats comparing gestures.