How do I make a collection?

What kind of collection? As Mystic already mentioned: a collection on the site is pretty straight forward. But a mod collection, can be something else.

Essentially anyone can group a few mods together, but making mods "interact"... that's often the real trick, a task best handled by a datapack.

Here is a blog that should explain. https://www.planetminecraft.com/blog/how-to-manage-your-planet-minecraft-collections/