Creating Buckets is a two-step process. First, you need to create a search that you would like to then save as a bookmark. To learn more about these actions, please refer to their separate Help Centre articles:

Searching in SEDNA

SEDNA Bookmarks

Creating a Bucket

1. Click on the Bookmarks button to the left of the search
2. Find the desired bookmark in the list
3. Click the + icon on the right hand side of the desired bookmark to set it as a Bucket

Note: A maximum of 5 Buckets can be created at one time.