Alrighty!
1. Log-in to the Site Manager
2. Click on "Collections" then click on the "Add Collections" button on the left.
3. Select if you want an Apple-hosted or provider-hosted collection.
4. This'll bring you to the Collection Creation page; enter in a name and information for the Collection.
5. Once you've completed the Channel page, click the "Save" button at the bottom.
6. Now you can add in your video content. Click on the "Items" page at the top of the screen.
7. Click on "Upload New Items" on the right, select your content and enter in info for all of your items.
8. If you want to reorder your items, you can drag-and-drop them on the Items page until the order is correct.
9. Click on "Return to Collections Manager" up in the top bar and voila! 😁 A Collection has been created!
Make sure you Publish your site after that so the Collection becomes public.