To create a new dataset, go to datasets section, click create new dataset:

At this point you will be asked to chose the language of the dataset from a dropdown menu, simply pick the language you need from the list (see complete list here) and click create. 

The dataset will be created and you will be automatically redirected to the Dataset Editor where you will be able to:

- Add intents to your dataset

- Add variations to your dataset

- Connect intents to flows