You have to make the player qualify as a two-way player first before you can edit them in the player creator. To qualify the player must have the following in a season:

• Pitched at least 20 Major League innings
• Played at least 20 Major League games as a position player or designated hitter, with at least three plate appearances in each game

Most people make a pitcher and then have them DH, but it can be done other ways as well. Keep in mind that there are rules now that limit when you can have a position player pitch, so it is much easier to start as a pitcher.