Collections are lists of releases that users can create, title and edit as they see fit. Each collection can be private or public, there is no limit to the number of collections, or limit to releases on each collection, that a single user can have.
You can find a list of your collections under My Collections, in the My Data menu. From here you can access your collections and edit them, remove them and create new ones. Collections can also be created via individual release pages; see below.
Adding releases to a collection
Releases can be added to a collection either from the website or by using a music collection tool which tells the server which releases you have in a specified directory on your computer. This requires the releases to be tagged.
You can add a release from the website by going to the release page of the release to be added, and click the "Add to (collection name)" link in the sidebar. If the release is already in one of the collections, for that particular collection you will be shown the option to remove it from it instead. If you currently have no collections, you will be asked to create one: there is also a link to create new a collection in the sidebar.