The Insert button on some Lighting Desks allows you to add extra Cues into a Cue Stack between those already programmed. Most desks, though, don't have an insert button, and point cues are recorded in exactly the same way as integer cues but with the point number appended to the cue number.
So for example you may have cues 1,2,3,4,5 already programmed, and you want to add an extra state in between 2 and 3. Hit the Insert button, and you can add cues 2.1 - 2.9. These are sometimes known as Point Cues for obvious reasons. In this case it would usually be best to add the first point cue as 2.5, so that cues added later could go either side of it.
Some lighting desks have functions to renumber the cue stack to help when you run out of point cues, however if you've marked up your script with cue numbers, or the director is calling cue numbers, this is not something to be undertaken lightly.