Keyword lists are managed through the Administration area of the platform. You can get there by clicking on the 'Administration' link which is located in the main menu.
Then within the left-hand menu click on 'Manage Lists' under the 'Keyword Lists' heading.
This brings up a list of your keyword lists.
To create a new list, fill in the fields at the top of the page under the heading 'Create a new list': Keyword List Name, Keyword List Description. Select from: Private or Public; Minor, Moderate or Severe. Then click on the blue addition sign.
Your list is now displayed below.