In the left sidebar, select the Tickets dropdown option. This will contain a button that says New View.
Selecting this will open the View Designer, that allows you to set the filters and column data, as well as name the custom view you wish to create. This custom view will be located on the left hand navigation under Custom Views.
Please note, custom views can be created for Tickets, Assets, and Users. Read this article for a more information on Creating Custom Views.
Additionally, if you are looking at a list of tickets and have a particular filter(s) active, you can save this as a custom view by clicking the Save as new View button located in located on the right side of the screen, directly above the list of tickets.