They really need to add better documentation to the demo page, it has a lot of flaws that end up trapping players new to the game-- either you find out later through trial and error how it works after you get burned, or you have to actually petition people to help on getting it all explained, and a lot can fall through the cracks of even the most well intentioned helper. Even I miss some things trying to explain various mechanical "quirks" and unpolished areas and I've been here since the (first lol) BETA. :P
Basically, though: the plus sign on the mock-up of the den below the demo preview doesn't do anything, that is there to be the symbol between the two wolves you are previewing, to show you A + B = these guys shown down below. Note that they are of course not actually added to YOUR den, the den image is just to infer the breeding/nesting part of pairing them.
How you preview wolves is you input the ID of the wolf (if you're wanting to preview wolves that actually exist) in the box under the appearance tab that says "Load Wolf By ID". Input that ID, hit save, and you will see the wolf image below in a little box. You can save generic preview wolves by just hitting save on the button right beside that ID input area that says "Save Current". Kind of confusing that it's there, but it's because in order to save a wolf by ID, you have to load them, wait for them to show up in the demo window, and then hit save current to put them in that little saved box.
A WORD OF CAUTION: if you load an existing wolf into the demo and change ANYTHING ABOUT WHAT THEY CURRENTLY ARE-- sex, markings, colors, ANYTHING-- they will NO LONGER BE SAVED AS THAT ACTUAL WOLF, and the INBREEDING CHECKER WILL NOT WORK. You CANNOT use the save wolf feature to check for breeding compatibility of two wolves of the same sex.
To check if this is the case ever, you have to look at the name of the saved wolf in the demo. If it says "Preview [Insert Your Dog's Name Here]", you got it. It's checking against the actual dog. If it says "Preview Custom", it has no actual existing data for anything other than the raw appearance of the dog. Checking color wheel range will work fine, checking markings will work, but it's useless for determining if you can actually breed any two dogs that currently exist within the framework of the game.
THE WORKAROUND: look to see if that wolf has any opposite sexed siblings, and you can check them that way using the normal demo function for that.
Very frustrating that it's not documented like that to help out players, because I've had to run interference mode / explain to a handful of EVEN OLDER PLAYERS why the dog with a really narrow band of colors that they could only find 2 of the same sex of couldn't breed, despite the demo telling them they could if they "changed the sex of one in the demo and saved it". Sooo PSA to everyone new that's reading this, lm