1) Decide if you want one fleet or several. Each fleet gets a fleet commander, and possibly a flagbridge in it.
1a) If Several, go to the Taskforces window, Ctrl-F4, and create them all.
2) Go to Task Groups, F12, Naval Organization Tab
3) Click on Fleet Headquarters Fleet, then click the Add button in the top box, "Modify Organization Branches." Enter a TG name for later.
4) Set up and select a TG you want to be able to recall.
5) With that TG selected, go back to the Nav. Org. tab, and click "Add TG" in the second box, the "Assign Ships to Organization" box.
6) Select the TG Branch you named in step 3. Click "Branch Only" in the third box of buttons.
7) Organize Fleets and TGs and sub-taskgroups as needed. You can "add ship" individually by click a ship in the upper right section of the F12 window before clicking that button. Each ship can only be assigned to a singe TG\TF.
The Branch only button creates a TG of all ships assigned to that branch that are in the same location as the currently selected TG. The branch+sub button does the same, but includes all lower branches in the hierarchy.
Hope this helps!