You can add new commutes simply by driving to a destination with Nokia Drive running in the foreground on your phone. After two visits the destination will automatically be added to your favourites as a commute destination. When starting My Commute next time, you can select which commute you want to take (e.g. to gym instead of home).
If you want to change the name of the automatically created My Commute destination, select More > Set destination > Favourites, long press the favourite and select rename.