How to creat users in ISA SERVER

You don't really create users directly in ISA. You create the users via the AD Users and Computers or via the Server Management console. Once they are created there you create an Access Policy for that particlur server.

For instance, at our site, we restrict all outgoing traffic to authenticated users.

To do this I right clicked on Protocol Rules, created new rule, name the rule, Next, make sure Allow is the radio button select, Next, either select All IP traffic or drill down and select only the traffic you want to allow, Next, then select Always, Next, at the next screen is where you can restrict either by client IP addresses or by specific user and group. If you select users and groups and then click next you can then add in particular users or groups to allow access.

I generally find that when I am created a site rule to restrict people such as you are trying to do I create my rull and allow full access for everyone, then I start turning off various access pieces and testing just to make sure that access is working as I expected.