You need to create collections in Product > Collections and click Create collection
Collection header
On Collection page this block will show the cover image of the collection that can be displayed in multiple ways.
Product grid
On Featured collection you can select multiple collections. In this case a tab switcher will appear
Filter
To add filters to your Collection page you need to go Online store > Navigation
Note: Make sure you have the Shopify Search & Discovery app installed
Toolbar
On Collection page you can add a toolbar to modify the way of loading the product items