Usually with aliases.
Do you mean you created an actual user? If so, check /etc/passwd and see if they are listed. If they aren't, then they weren't created. To add a user:
useradd [options] username
For options just type:
or see the man page: man useradd
Then to have it accept mail for "anyone" at your domain setup an alias in /etc/aliases OR /etc/mail/aliases depending on how your system is setup.
Aliases should be in the format:
So if your username was pablo, and you wanted pablo to get mail sent to your machine as firstname.lastname@example.org
And then rerun aliases:
To save the changes. Restart sendmail and it should work.