Stockpiles can only be created from the Schedule Setup window, on either the Scenarios or the All Items tabs. Click Stockpiles in the tree on either tab and then click New on the right pane of the window. Enter a name for the new stockpile.

Note that if you are in the Scenarios tab when you create a new stockpile, it will automatically be added to the scenario that you have selected (not necessarily the active scenario).

Alternatively, if you would like to assign a stockpile to a particular scenario, then go to the Scenarios tab and open the schedule tree for the required scenario. Click the StockPiles item in the tree under that scenario, and then check the box beside the relevant stockpile on the right pane of the window. The stockpile name will appear in the schedule setup tree.

To remove a stockpile from a scenario, open the tree for that scenario and click the Stockpiles item. Click the box beside the required stockpile on the right pane of the window to remove the tick and the stockpile will be removed from that scenario (but not from the project).