A risk owner can be added by selecting the owner dropdown at the top right corner of the Risk Details screen, clicking 'add value'.
And you can start to type the owner name.
If you type a new name, you will be given the option to add that owner as a new owner name. After you select that, the owner will be added to the dropdown. You will need to open the dropdown list again to select and apply the owner you just created.
You can also add and manage risk and mitigation owners by navigating to Admin\Risk and Mitigation Owners.