Open your collections page via the menu. With the + button you can create a new collection.
Creating a collection can be done in two different ways. The first way is by navigating the collections page in the Lytho menu. On this page, you'll find a + button which opens a new window where you can name your collection and add a description to it.
To learn more about the alternative way to create a collection: via your asset gallery, check out this article.