To get a new empty deck, just click on the Create new link in the menu on your profile page. If you want to make a new deck starting from an existing one (either yours, or a nice deck you saw played by someone else), use the Copy button in the Controls menu on the deck page. If you have a deck saved online somewhere, you can - of course - paste it on the import page to add all the cards at once.
You can add cards to your deck just like in your tradelist. Either use the quick add input, or use the card context menu when browsing your inventory or the full card listing. (I, for one, like to use a combination of these 2 methods - I have the deck open in one browser tab, and my inventory in another. So I can search the inventory, filter and sort the cards, and when I decide, switch back to the deck page, use the quick add input, and then the in place editor to set the number of cards)
Checking your deck
After creating your deck head over to the Statistics page. You can use the Sample hand generator to see how your deck draws, and look over the Mana curve charts to see if it is properly balanced.
Finding deck ideas
The decks section allows you to search for decks containing your favorite cards, favorite colors, and the format of your choosing!