Where do I add HTML content into a block?
I think you first want to define the fields of a block content type. You'll find this at this url:

www.mysite.com/admin/structure/block/block-content/types


In the admin UI this is not so easy to find like the node content type at the top  level of the admin structure. The block content types are two or three levels deeper in the block layout. To access above link make sure you have the Custom Block module enabled.