There a few options, the one I use most is the Paint tool.
Holding down CMD on Mac or CTRL on Windows while the cursor is over the Edit window turns the Mouse tool temporarily into a Paint Tool.
You can also select the paint tool with your number keys or by clicking on it at the top of the edit window.
There are a few other options for inserting/deleting notes with double clicking. If you press the big question mark at the top of the Arrange window it will display the Info View that will show you Mouse options as you hover over certain areas.
This guy’s MIDI editing tutorials were great when I first started. The pencil’s Line option is especially useful for cymbal and fill programming.