To create a Custom Setting, go to:
Classic
Setup > Develop > Custom Settings > New
Lightning
Setup > Custom Code > Custom Settings > New
Create your setting (see the Remarks later in this document for the differences between Hierarchy & List custom settings). You can ignore the Visibility picklist, unless you plan to deploy your setting in a managed package.
To create your setting fields click the New button and follow the usual process for creating a custom field.
Once you have created your field(s) you can start configuring the setting by clicking the Manage button.
It's easier to manage the setting if you create a new view and include any fields that you've created to give yourself a comprehensive overview of the setting, at a glance. The Setup Owner is the user or profile that the setting applies to.
To manage the setting at the org level, click the New button above the Default Organization Level Value header (in red box below).
To manage the setting at the user or profile level, click the New button in the blue box below.