Insert multiple rows into single column

Question

I am having problems adding numerous data into a single column because I am new to SQL (using SQL 2008 R2).

This is what I'm trying to do with my Data table.

INSERT INTO Data ( Col1 ) VALUES
('Hello', 'World')

This question's code was used to create it, however I only want to use one column instead of two, as is the case with many other examples I've discovered online. Why am I misusing this?