Hi Nichole!
I'm not sure the official way a treasury is done... the way I do it, is I go to my home page or another shops home page where I find their treasuries (bottom center). click on the link "treasuries", then in the "curator tools" I click "create a list". The easiest way I have found...is to have several windows open at a time. You pick up to 16 items from other shops (not your own), and add each listings link to the open squares available. Only 1 listing per shop should be added. Once you make it past the first step, it's pretty user friendly. The first one is always the hardest.
If you have any questions, you can always send me a message :)
Here's a treasury featuring our team mates!! :) Share the love and make one too!
https://www.etsy.com/treasury/MTYxNTgwNjR8MjcyMzAyMTI4OQ/she-sells-sea-shells-the-team