As WOK says, you are unlikely to be taking steers from the INS during a STAR. But you could be told to break out of a STAR to proceed direct to a waypoint already entered as part of the route (like BLUFA).
In this case (say BLUFA is waypoint 3 and you are not yet at WP2), you press TRACK CHANGE, 0, 3, ENTER. Your present position (wherever you are) becomes WP 0 and you get a direct steer to WP3. Waypoint 0 can only be used for present position. You cannot manually enter a lat and long into it.
If the place you are given a direct clearance to is not already one of your waypoints, then enter it as WP9 (or any other store you are not using at the time). Now press TRACK CHANGE, 0, 9, ENTER and you will be steered to it. When you get to it, you don't have to re-enter the rest of the route. Say the next WP is 4. When you get to your direct cleared point and want to proceed to WP 4, press TRACK CHANGE, 9, 4, ENTER. You are then back onto the original flight path, with no changes necessary.