To create a series, first navigate to the Series link at the top of the page.
This should bring you to the Series page, which lists all the existing series.
Click on Add a New Series
One you click Create, you will be redirected to the series page where you can see your newly created series.
From there, you can use the Edit/Details/Delete links to view or modify the new series.
Next, see Create a New Message for adding messages to the series.