To create a Content Policy, you first need to create Classifiers. You can assign more than one Classifier to a Policy, but only one Policy to a Collection.
First, click on the top right-hand corner where your account name is. Once that menu open, click "Integrations".
Now, within Integrations, on the left-hand side of the screen click "Content Quality". Here, you will see the Content Policy's menu. Select Policies at the top of the screen. Click "Add Policy" and begin building your Content Policy!
Here, enter a Policy name and check the boxes of the Classifiers you would like to add to your Policy. Once this is done, click "Save" and you have created your Content Policy!
Note: You are now ready to assign your Content Policy to your Collection!