You'll need to create an action to set the array variable's contents.
Create the array variable as you did. If you need to make sure it's there, right click on the your publication title and choose Properties. Then click on the Variables tab and look for your array variable.
Now when you want to populate the array you use a Set Array Variable action. It can be found under the Programming tab on the Actions tab.
Enter your index number and then enter the "stuff" you want that index number of your array to contain. Then click on the OK button.
You can also do this via script like you would in JavaScript.
Code:
var day = new Array()
day[0] = "Sunday"
day[1] = "Monday"
day[2] = "Tuesday"
day[3] = "Wednesday"
day[4] = "Thursday"
day[5] = "Friday"
day[6] = "Saturday"