First of all, make sure the entry meets the Database Guidelines. Foreign productions (e.g. Avatar, Original English Language "manga") and Korean webcomics are not allowed.
You may also check the recent posts in the removals/merges/denials threads for the entry you are concerned about, to ensure it hasn't been submitted and denied before.
Some series are hard to find with the MAL search. If the title is not in the threads above, you can try searching the title by using Google. Use these queries:
site:myanimelist.net/anime "anime title" | site:myanimelist.net/manga "manga title"
If you still cannot find the entry you are looking for, you may submit it to the database.