When you are on the page where you are creating a thread, scroll down a bit and you'll see a check box saying "Yes, post a poll with this thread", along with the amount of options you want in it.
Or, if you want to add a poll when you've made the thread, you go to the "Thread Tools" button on the top, right side of your first post, then select "Add a Poll to this Post". Everything is pretty simple from there.