Welcome to Juniper. I also recently converted from Sonicwall and am in the process of rolling out new sites.
You are in the right area. Policies are the equivilent of the Sonicwall Firewall rules. They also work the same way as the Enhanced OS in Sonicwall in that they use address objects. If the rule does not apply to "any" address in the zone you need to create an address object to use in the Policy.
Address objects are found in the web UI under Policies--Policy Objects--Addresses--List.
Second difference is all address objects in Juniper are in CIDR notation instead of address subnet mask. And Juniper does not support arbitrary ranges. So you have to find the closest CIDR match to make the object.
Once the object is created it will appear on the policy pick list for the zone.