There are two ways to add a collection. The easiest way is to click the heart icon when hovering over an item. This will give you the option to put it into your favorites (collection) or you can make a new collection by clicking the plus sign.
The second and more detailed way is to click your picture in the top right corner. This will take you to your dashboard. You will see tabs for "Haves", "Wants", etc... Click on the "Collection" tab. There you will have the option to see collections you are following or add/remove/edit your own.
The only way to add items to your collections is by clicking on the heart of an item then choosing which collection it goes into or creating a new collection for it to go into.