Navigate to the 'Collections' tab from the home page.
From there, a button will appear to 'Create New Collection'.
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You will be required to add a title before you save the new collection. You can add an optional description to provide more context regarding the purpose of the collection.

When you click 'save', you will be returned to the Home page and see the new collection within your list.

The new collection is now available to organize your Views.