Darren,
Most Marketo users choose to add leads in Marketo first rather than SFDC. This is especially helpful if you don't sync all of your marketing leads over to SFDC.
Marketo does not sync leads over to SFDC unless you tell it to.
To sync leads over, you'll need to create a campaign that has a flow step of "Sync Lead to SFDC," and the lead needs to have values for last name and email address.