I have a Garmin 62s and I am very poor at figuring out electronic gadgets but I have installed the Montana map and I can use the basic map to find public or private lands but I have many questions, number one I have tried to set a waypoint in Montana when I am in Washington so I can pull up to that location anytime but it won't mark in ideas or what I'm doing wrong or do I have to be physically at that spot to set a waypoint
...or do I have to be physically at that spot to set a waypoint
No you don't. There are a number of ways of creating a waypoint for a location away from your present position. Which method you use depends on your knowledge and personal preference.
If you know the coordinates of the place you want to create a waypoint for you can create a "dummy" waypoint at your current position and then edit that entering the actual coordinates, name and so on.
Another way is to, on the map page of your unit, use the scroll (up/down/left/right) and zoom buttons to move the cursor to the place you want the waypoint.
Yet another way is to use BaseCamp/MapSource/third party program to create the waypoint(s) and them transfer then to your 62S.
BTW Garmin has some online tutorials for this kind of stuff. Here's some for your 62S.
Well it may be that, in your waypoints page, the unit is only showing nearby waypoints. That is usually the default. Try pressing the MENU key while in that page. There should be an option for "Find by Name", "Show All" or "Alphabetic list" or something like that.
Not sure about the 62 but on my Etrex when you press Mark it brings up a 'Waypoint page'. At the bottom right corner there is a field called 'Done' ... if you don't click on that the waypoint isn't saved :)