It should be one of the options in the Create a new thread window.
My memory is a bit shady, but I believe it says "Do you want to add a poll to this thread" as a checkbox. Then if you check yes, you get another page to add the options for the poll.
After you title and start your thread like any other, if the poll box has been checked, you will be routed automatically to the poll creation page. You'll be able to edit the number of options and certain preferences (like expiration, whether or not you want the voters to choose multiple options, etc.). When you're done, you hit 'submit' again, and you're done.