In some ways, empty objects behave just like normal Blender shapes such as cubes and cylinders. They can be added through the Create tab of the Tool Shelf. They can be moved and scaled and rotated. However, there is a distinct difference between an empty and other objects—empty objects will be "empty" as far as geometry goes. They will not have any vertices, edges, or faces. As a result, there is not an Edit Mode for an empty:
Empties do not have an Edit Mode as they not have any geometry to edit
You do have the ability to customize how your empty will display on your screen. For example, you can tell the empty to display as ...
