Adding a new Clippboard is easy. Just click the gear next to My Clippboards at the top of the Clippboard menu on the left side of the page. If your Clippboards are alphabetized, the new Clippboard will appear in the correct spot. If you have custom-ordered them, it will appear at the top of the list, and can be moved to any position you choose.
You can also create new Clippboards on the fly when adding a Clipp. While creating the Clipp, just click to choose a Clippboard, then enter a new Clippboard name into the "Create New Clippboard" field at the top of the menu, and click the Add button.