Create a new set
Found under: Settings > Set Actions > Create a new set
Any set you are currently viewing is described as the 'current set'. If you want to create a new set, this option allows you to remove all current items from the current set. This does not affect any saved set files.
You will be asked to confirm the creation of a new (empty) set.
If you later wish to share this set with others, you will need to remember to save the set after editing it.