You may find when adding a new lead to Funnel that the family is already recognised in the system. If this is the case you just need to add a new child to that family.
The process will look like the below after you select Add Lead and find a matching family in your Funnel
Simply select the family and enter the lead details to this section and once saved this lead will be added as a sibling to any existing leads in this family.
Alternatively, if one of your existing leads has a sibling who could be a lead you can add the new lead to the family section on that leads detail page.