You can access the guild menu by pressing the 'G' hotkey.
When you click the "Create a Guild" button, it explains the requirements for guild creation. You'll need to visit the Guild Base to actually create your guild.
The Guild Base can be accessed by speaking to NPC Lea in most major towns. Once you arrive at the Guild Base, speak to NPC Heracle to pick a name for your guild and choose how you’d like to allow people to join your guild. You can also write a short description of your guild.
When you’re ready, click the “Create” button. Now you can start recruiting new members for your guild!