Entity Framework 6 Create() vs new

MyEntity me = new MyEntity();

will create a new instance of MyEntity

MyEntity me = entities.myentities.Create();

will create a proxy wrapped instance of MyEntity (assuming your context is configured to create proxies)

This proxy overrides some virtual properties of the entity to insert hooks for performing actions automatically when the property is accessed. For example, this mechanism is used to support lazy loading of relationships.

from here

Yes, you still need to add it. From the documentation of the Create method:

Creates a new instance of an entity for the type of this set. Note that this instance is NOT added or attached to the set.