Go to the elite section elite.callofduty.com to make your clan.
You're better off joining a clan though. Not too sure what your stats are but check us out: https://elite.callofduty.com/connect/clan/view/7069799
First you have to sign up for an Elite account if you don't already have one.
Second you will want to go to the clan section and create a clan. You will have to pick a clan name that hasn't been taken already but Elite will tell you if you pick one that has already been taken.
Third you will need to recruit some clan members. They can either apply or you can send them invitations through Elite. See the Manage Clan option.
Fourth you will want to enlist your clan in clan ops and challenges if you want to level it up and get the various clan unlocks that come from doing so such as gold clan tags.