If the replacement is not in your squad
The picker has an Add player button at the bottom. Someone who turned up late, or a neighbour drafted in to make up the numbers, can be added there and sent straight to the crease — you do not have to leave the match or open the Squad Book.
Adding a player mid-match needs the Late joiners rule switched on for the match. If the button is missing, that is why.
Changing your mind
The replacement picker is fully cancellable. Backing out of it leaves the injured batter exactly where they were, still at the crease — nothing is recorded until you choose someone.