To add an empty dataset, hover over the Data icon in the Navigation bar and select Dataset Management.
Once the page has loaded click on Add Dataset at the top of the page.
This will present you with the option to select a campaign and enter a description for your dataset in a table like the one below.
Click Add once you are satisfied with the details.
This will then add the new dataset to the main dataset management page. The dataset will be on hold by default with no queue assigned. To add data you can use Database Management from the Data section.