Hello, supermanofky. Welcome to TASVideos!
To make a button held, you basically need to press it on each frame you want it to be pressed. If you look at, for example, Super Mario Bros TAS for NES, you'll see that Right button ">" is being pressed for the vast majority of time.
Since each second of in-game movie is typically 60 frames, clicking on each spreadsheet cell responsible for the particular button is very tedious. To speed up this process, click and hold left mouse button (LMB) on the cell you want the button to be pressed and move the cursor down until the frame you want the button to be released. In the same way, if you click and hold LMB on the cell where the input is specified already and move it up/down, the input for that button is cleared.
TASing is like making a film: only the best takes are shown in the final movie.