To make a new form, use the Navigation Menu on the left to go to Forms -> New Forms (Fig 1).

Fig 1

There are 4 different types of forms you can create (Fig 2):

Fig 2

To learn more about the types of forms, read the corresponding article: 

• Embedded Signup Form - Overview
  
• Modify Preferences Form - Overview
• Embedded Unsubscribe Form - Overview
  
• Forward to Friends Form - Overview