Not sure what 'new records' or 'new measure' here refers to. DATA.APPEND() works very similar to DATA() from syntax point of view. The only difference is, DATA.APPEND() will add the value to the original of the data point.
DATA and DATA.APPEND are not used for creating new measures.
From the online help:
This function allows you to write values and create records based on the scope. By default, DATA function first only cleans the target scope and updates it with a specific value or data filtered out by the RESULTLOOKUP function. If you want to append data to the target scope instead, you can extend the DATA function to DATA.APPEND.
You can find good examples of how to use this in the online help for SAP Analytics Cloud:
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