I figured this out today after unsuccessfully searching the manual, so if you were wondering:
- Hold down a step button.
- If you want to set note duration: hold the first step, press the step where you want the note to end and keep holding the first step button!
- Press all notes you want to be played.
- Release the step button!
This is particularly handy for the arp channel. Bonus: the arp notes will be played on the same order you input them, and you can even set repeated notes! It’s like a mini step sequencer within the step sequencer.