There are two ways that you can add Packages to your Catalog.
New Button
You can add a Packages "from scratch" via the [New] button. Click here for details.
Clone Button
You can copy an existing Package via the Clone feature. Click here for details.
Within the Project Editor
You can create Packages within the Project Editor as well. The Packages will be Project-specific unless you decide to use the Update to Catalog feature. Click here details.