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// Get a db connection.
$db = JFactory::getDbo();

// Create a new query object.
$query = $db->getQuery(true);

// Insert columns.
$columns = array('user_id', 'profile_key', 'profile_value', 'ordering');

// Insert values.
$values = array(1001, $db->quote('custom.message'), $db->quote('Inserting a record using insert()'), 1);

// Prepare the insert query.
$query
    ->insert($db->quoteName('#__user_profiles'))
    ->columns($db->quoteName($columns))
    ->values(implode(',', $values));

// Set the query using our newly populated query object and execute it.
$db->setQuery($query);
$db->execute();

Note: Copied as is from the official Joomla Docs.