From the Swatches panel Flyout menu, choose New swatch.
In the new swatch definition dialog, under Type choose Spot, and under Mode choose Pantone + Solid Coated.
There are some legacy colors that are not included inthe Pantone + series. You can add these to both ID and Illustrator by following the directions in Pantone Plus color libraries (Thanks, Vikrant ).
2239 isn't in my old swatchbooks as a spot color or the legacy books for the program, either. Are you sure that's a vaild number? Perhaps youpi really mean 223-9, a light blue-gray process color? If that's the case, you'd need to specify Process instead of Spot, and choose the appropriate book fromthe mode dropdown. The 223 series seems not be included in the + books, but it is inthe legacy books if you add them according to the instuctions in the link above.