Yes, you can enter both Clients and Projects from the Desktop application as long as you have access to do so. After you open the application, to the left you will see both Client and Project tabs. Click on Clients and at the top you will see a New Client button. Click on Projects and at the top you will see a New Project button.
From these two areas you can also view and edit previously added clients in the program. Any changes made will sync automatically with the online program.