Slur and hairpin (crescendo/decrescendo) dynamic markings are stored as events, just like notes or rests. To create one, select the area you want it to cover (a series of notes or whatever), and then use the , or options from the menu.
Placement of hairpins can be somewhat tricky, and this is especially so with haripins that run in line with dynamic markings. It is commonly the case that a hairpin that doesn't quite look right in Rosegarden's own notation editor will nevertheless come out just fine once exported to LilyPond. Rosegarden's slurs generally come out best when all the stems are running in the same direction, and occasionally need to be repositioned by hand to achieve better placement. Slurs also tend to fare slightly better once exported to LilyPond.
You remove a slur or hairpin in the same way as any other event: either select it with the selection tool and then hit Delete, or click on it with the erase tool active.