In the docs it says that when you create a new network, the server will add itself to it. But when I look at my new network, this hasn't happened. Why might this be?

This is a change for v0.18.x, designated default nodes will be added to new networks

So what is the best way to add it manually and set it as the default

Yes. You can have multiple default nodes (hosts) that will be added to any newly created networks

So do I just set set it up and connect it to the network as though it were a regular node?

yes

How do I set it as a default node?

Go into the host tab in UI and toggle isdefault

Thank you