Adding a Missing Series
Navigate to the Publisher you want, using the Search feature at the top of any page. The Publisher page provides buttons at the upper right to allow you to add several types of information. Press the "Add Series" button. Rules for when to create a new Series or not are at New Series.
On the Adding Series page, you may add all the information you know about the series. For more information on any of the fields, please see the Formatting Documentation page. Press the "Submit new series" button when finished. The information will be submitted for approval by an Editor. When approved (usually within a week) the new series will be available to use for adding issues to. If the Editor has any questions during approval, he will contact you.
Also see the OI Tutorial for more information on beginning a new index.