To add a family, move the mouse cursor to the the person/people you want in the Everything Report or TreeView, either right click and select "Add Family of: ...",
or click on the family toolbar button (the one that has three tiny people in it):
If your mouse is over the 3rd part of the record (the marriage part), then both people will be selected. Then this will add Willliam Lockney as the first family and his wife Mary Lockney as the second family on the Families Page.
If your mouse is over William Lockney, then only he will be selected. If it is over Mary Lockney, then only she will be selected.
If your mouse is over one of the hyperlinked people in blue, such as William and Mary's daughter Barbara, then Barbara will be the one selected.
Once you've added the families you want, then you can press F9 to go back to the Families Page to make other changes. Once the families are set up the way you want, d press Apply or OK to regenerate the Everything Report.