Navigate to your asset folder
First, ensure that your are in the correct folder by clicking the arrow to the left of the folder. This arrow will appear when how hover over or focus on the area.
The template will not allow you to create messages outside your designated asset folders.
Create a new message
From the Add Content menu, select Email Message.
Give it a name
Use the Page Name field to name your message. This is how it will be saved in Cascade.