To create a new keyword set, use EdAdmin4 or Administrative Browser.
Create a keyword set in EdAdmin4
Run EdAdmin and then under Generic Objects, click Keyword sets. In the listing, select what you want.
Right-click, and then click New.
In the New Keyword Set dialog box, enter an unique name of the keyword set, and an optional description.
Create a keyword set in the Administrative Browser
Run the Administrative Browser, and then click Keywords. Review the keyword sets in the left pane. Click to select one set, and then click New. In the New Keyword Set dialog box, enter an unique name of the keyword set, and an optional description.