Go to Community Lists -> Make a new list -> pick what kind (Words, Kanji, Sentences, Grammar) -> add whatever you'd like -> add to an existing Schedule or make a new one.
After that you can use the green plus to add words/kanji (whatever) directly to that schedule (or add to the original list)
Hope this helps. Not sure if you can skip the list and just make a new Schedule (you probably can)
Any lists you make show up under (Assorted Lists). You can see those either at the bottom of your profile page or at the bottom of "Me" on the Community Lists page.