How to create a rescue email address

There are instructions on the page that you posted from :

1. Navigate to appleid.apple.com using your web browser.
2. Click "Manage your account"
3. When prompted, sign in using your Apple ID and password.
4. Click Password & Security
5. You'll be asked to answer 2 of your 3 security questions before you can make any modifications. If you are unable to remember your answers, you can choose to send an email to your rescue email to reset your security questions.
6. After you've validated your identity by correctly answering your security questions, click Editto the right of your rescue email address.
7. Once you've finished editing your rescue email address, click the Savebutton directly below the email field.

If you are asking because you can't remember your security question answers then you won't be able to add one until you can answer 2 of your questions - in which case see if the instructions on this user tip helps : https://discussions.apple.com/docs/DOC-4551