In order to create a new Band, you simply have to go on the social tab at the bottom of your screen, and once you do, at the top of the screen it has another Tab which says Create Band.
Once you choose this tab, simply select the name of the Band that you wish, select a badge and give the description that you want!
You can also choose what type of Band you will have, (Open, Invite or Closed) and set up the minimum trophies required that new members must have in order to join the Band!
Final step, you hit "Create" and your Band is live to rule the Brawl!