Weighing in:
1. Place two stars.
2. Use the select tool next to the add object button (dashed square)
3. Select both stars
4. Click "Make Binary orbit"
5. Click "Add Barycenter"
6. Create a planet
7. Select the planet and barycenter
8. Click "Make Binary orbit"
Something else optional, but useful is: 9. click "Balance Selected". You can now center the universe on Absolute Space and have the trails make more sense.
To the people trying to make planets in binary (or more) star systems, here's a good rule of thumb for stability: If the planet is orbiting one of the stars, the periapsis of the other star should be more than 5 times the apsis distance of the planet. If the planet is orbiting both stars, this should be reversed, i.e. the planet should be at least 5 times farther from the stars than the stars are from each other.
Note: This is apsis and periapsis, not SMA. The more eccentric your orbits, the more your SMAs will have to differ.
Of course, in a trinary star system, you may have to factor in both rules. For example, if you want to have two stars in a close binary, orbited by a circumbinary planet, and then have a third star farther out than the planet, then: (Assuming the inner stars have a combined luminosity of 1 sun) the stars should be closer than 30 million km, the planet should be about 1 AU out, and the outer star should be at least 5 AU out.