Does the llblgendatasource have an insert method, like the sqldatasource has? Is it not required?

LLBLGenProDataSource has all the functionality needed (Select, Insert, Update & Delete).

But there is no direct Insert method to call.

You can set the LivePersisitence to false and handle the PerformWork event yourself, as shown in the manual and in the ASP.NET Databinding example found in the download section of the LLBLGen site.

Also you can handle the EntityInserting or EntityInserted events, to do some custim action. Please check the LLBLGen Pro Reference manual for available events and methods, with their description.