You can use the Classification set manager to create a classification set.
Components > Classification sets > Sets > Add
When creating a classification set, the following fields are available.
Name: A text field used to identify the classification set. This field cannot be edited upon creation, but can be renamed later.
Column Name: The name of the first classification dimension that you want to create. This field is the dimension name used in Analysis Workspace, and the column name when exporting classification data. You can add more column names after the classification set is created.
Type: Radio buttons that indicate the type of classification. Primary classifications are typically used; Lookup classifications represent Sub-classifications.
Subscriptions The report suites and dimensions that this classification set applies to. You can add multiple report suite and dimension combinations to a classification set.
If a classification set exists for a given report suite + variable, the classification is added to the schema instead. A given report suite + variable combination cannot belong to multiple classification sets.