First, click the Add a Server button on the left under the servers you're in.

Then, click the Create my Own button. Or, if you'd like to use a different template, press one of the other buttons.

Now, click For me and my Friends. You can choose a different option, but I won't be going over how to set them up (although the webhook setup should be exactly the same regardless of what type of server you have).

Finally, name your server and press Create.

Next, click on the icon for the server you just created and it should look something like this.

Now that you're in the server, click on the name in the upper left-hand corner and press the Server Settings button.

Click on the Integrations tab, then press Create Webhook.

Rename your webhook and add a profile picture if you'd like to, then set the channel you'd like it to post in and click Copy Webhook URL and paste it somewhere. Then press Save Changes.