You can do slightly better than Pierre's method of creating a new dfn (or indeed, tradfn): simply type the name of the function that you want to create, and hit <EDit> or double-click on the name. Then start typing:
fact←{ ..
If you want to create a new function/operator, or a new scripted namespace/class/interface you just need to open the editor .. and once in the editor, the name of the object that you save is the name that appears in the header, not the name that you used when opening the editor.
I frequently generate a new class by typing
)ed ○cl
and then worrying about what the real name is that I want to use.
Of course, this leaves the cursor on an altered line in the session, which you can either use to execute or trace the new function, or hit <QuiT> (Shift-Escape) to kill that line.
Note that I've mentioned two groups of objects .. (functions and operators), and (scripted namespaces, classes and interfaces); due to the the very different natures of these two groups you cannot convert from an object of one group to an object of the other group in the editor.