Manage Job Sets (How to Create)

I am trying to create a simple Job Set to run 3 processes consecutively.

1. Send Pending LDAP Requests
2. Retrieve Latest LDAP Changes
3. Import User and Role Application Security Data

I go to Setup and Maintenance area, search for "Manage Enterprise Scheduler Job Definitions and Job Sets for Human Capital Management and Related Applications" and there are 3 "tabs" - Manage Job Definitions - Manage List of Value Sources - Manage Job Sets -

When I select the "Manage Job Sets" there is nothing on the screen except a button that save "Done".

I've looked at this article:

but what the document refers to, I do not see on my screen. I am thinking maybe I am doing this wrong, or that I missing a security role / privilege but there is no information on that either.