The Shepherding feature is a small group feature structured with different levels of oversight. The lowest level beginning with a small group. The next level is the Cluster where a few small groups comprise of 1 cluster. And finally, a few clusters will comprise one Zone. A small group is led by a leader, a cluster, a Cluster Coach and a Zone, a Zone Servant.
Go to Shepherding on the left tab and click on Clusters.
Click on Add Cluster.
Type in the name of the Cluster you would like to set-up an select the name of the Cluster over the Cluster and finally select the Care Groups that are part of this Cluster.