I cannot find where to add a new Forum. I must be blind!

I cannot find where to add a new Forum. I must be blind! These are the instructions that I am following and my dashboard does not contain the word Forum anywhere!

1. Inside your blog dashboard go to Forum Tab
2. Click on New to create a new forum.
3. Add the name of your forum, description and if you desire select the main and secondary colors used, header and border color and border width then click Save.
4. Copy the forum short code.