On the top nav, click Escalation Policies, then on the upper right side of the page, click New Escalation Policy. In an escalation policy, you can define who gets notified, how frequently, and using which methods. Depending on the configuration of your team, you can configure an On-Call Schedule - which allows users to rotate through an on-call schedule, allowing handoffs of active incidents, or a user-based Escalation Policy. If you want to configure your Escalation Policy to use a schedule, create this schedule (Top Nav > On-Call Schedules) before attempting to create the Escalation policy.