Here are two (of many) options.

In Speedy Entry,

1. Go to the point at which you want to start the tuplet.
2. Press CTRL-3.
3. Enter your first sixteenth (and it must be a sixteenth to create sixteenth triplets in this mode).

In Simple Entry

1. Go to the point at which you wish to start the tuplet.
2. Enter the first sixteenth-note.
3. Press CTRL-9
4. Replace the succeeding, created rests with sixteenth notes where necessary.

If you are filling in the last beat of a measure, you may need to turn off check for extra notes.