Hi,
in Momentum layout window, first of all you must draw your hole. Chose a layer (for example the "Hole" layer) and draw it. Depending on the frequency, and on the amount you have to simulate it, you may want to draw it circular or poligonal. Most of the time, a square cross section is adequate. The dimension of the square will be almost the same of the circle you are aproximating.
When you are satisfied with your via hole, go to Momentum -> Substrate -> Create/Modify.. Menu. You have two tabs. In the first (Substrate Layers), you have to define the Dielecric layers of your design stackup. Once your dielectric layers have been defined, go to the second tab (Layout Layers). will have your dielectric layers interleaved with "-------" symbol. This is the metal layer of your PCB. Map the metal layer you used in the layout design to the right position in the stackup. Selectin a substrate layer you can map the holes as "Via" (Button in the bottom. Sabe and simulate.
The momentum Help can give you better insight on the differences between lumped, 2D or 3D via model, as well as how to manage thick metal expansion.
Good luck.
S.