There are several ways:
Instantiating the array:
var arr;
arr = new Array(); // empty array
// ---
arr = []; // empty array
// ---
arr = new Array(3);
alert(arr.length); // 3
alert(arr[0]); // undefined
// ---
arr = [3];
alert(arr.length); // 1
alert(arr[0]); // 3
Pushing to the array:
arr = [3]; // arr == [3]
arr[1] = 4; // arr == [3, 4]
arr[2] = 5; // arr == [3, 4, 5]
arr[4] = 7; // arr == [3, 4, 5, undefined, 7]
// ---
arr = [3];
arr.push(4); // arr == [3, 4]
arr.push(5); // arr == [3, 4, 5]
arr.push(6, 7, 8); // arr == [3, 4, 5, 6, 7, 8]
Using .push() is the better way to add to an array, since you don't need to know how many items are already there, and you can add many items in one function call.