A family is created automatically once you add a husband or wife to an existing person. A family has its own display page: you can get there from the Close Relatives tab on person's page, which shows all families the person is involved in.
A person has at least two biological parents. If one of them is unknown, you can leave him/her as unknown person. You can also delete this person, and leave the family with a single parent only.
You can add a child to a family on the individual page (the Close Relatives or families tab) or on the Family page. When adding a child to a family you can specify the role of the child, or Pedigree. The following roles are defined in the standard:
Birth is the default selection. The child can belong to more than one family, and have different role in each. The Sealing is used chiefly in the Church of Jesus Christ of Latter-day Saints (LDS). The more complicated cases (e.g. child was not adopted but raised by another member of the family etc.) can be handled by selecting one of the options and adding a detailed explanation in the note.
After adding an adopted child to a family, you can also add the details of the Adoption event to the child record, indicating, among others, which of the parents (or both) adopted the child.
You can add facts/events to the family as well as to the individual. There is a default set of family events, which, as almost everything in user interface, is configurable by the administrator. The family Events, Multimedia etc. are visible on the family page and on the pages of each of the spouses.
Sometimes the same family appears twice in the database. This can happen if you merged two Gedcom files, when two researchers work on the Gedcom at the same time, one adding a father and another a mother, creating two separate families instead of one, etc. PGV has a tool to merge both records into one, allowing you to select the facts and events that are relevant from either of the family records. The tool requires Admini privileges and is available in the Admnistrator menu.