One of the elements to consider as you design your interface is on what event (when A takes place, B happens...) does the new checkbox end up being added?
Let's say there is a button next to the text box. When the button is clicked the value of the textbox is turned into a new checkbox. Our markup could resemble the following...
<div id="checkboxes">
<input type="checkbox" /> Some label<br />
<input type="checkbox" /> Some other label<br />
</div>
<input type="text" id="newCheckText" /> <button id="addCheckbox">Add Checkbox</button>
Based on this markup your jquery could bind to the click
event of the button and manipulate the DOM.
$('#addCheckbox').click(function() {
var text = $('#newCheckText').val();
$('#checkboxes').append('<input type="checkbox" /> ' + text + '<br />');
});