You can always choose a new peak by clicking at a point below the X-axis and dragging the mouse horizontally to select the new peak boundaries.
By the way, another user also asked a similar question about how to integrate a peak manually when Skyline had not found any peaks:
https://skyline.ms/announcements/home/support/thread.view?rowId=53974
For this other user, the reason that Skyline was not finding any peaks was that the "Explicit Retention Time Window" value that they had set in the Document Grid was much too small a number, so Skyline was only looking for candidate peaks in a very small time window around the explicit retention time.
I suspect the same thing might be going wrong for you. In your screenshot, I would have expected Skyline to detect a candidate peak at 3.75 minutes, so it must be that a small Explicit Retention Time Window is preventing Skyline from looking for peaks at that time. If the Explicit Retention Time Window has been specified for a molecule, it would usually be displayed on the chromatogram graph as a yellow rectangle centered around the Explicit Retention Time line on the graph. The fact that I do not see any yellow rectangle there makes me think that you have specified a very small value for the Explicit Retention Time Window.
You should probably change to a higher number of blank out the Explicit Retention Time values that you may have specified for your molecules in the Document Grid.
-- Nick