Let me try to make it a bit clearer
After you organize your Fleet it might look like this
Fleet Headquarter
-1st Fleet
-1st Cruiser Squadron
CA Indianapolis
CA Chicago
-2nd Cruiser Squadron
CA Kent
CA Suffolk
-1st Destroyer Flotilla
DD Fletcher
DD Dewey
DD Porter
DD Farragut
-2nd Fleet
3rd Cruiser Squadron
(and so on)
Explorer Command
-1st Exploartion Fleet
-1st Exploaration Squadron
CL Brooklyn
CL Belfast
CL Birmingham
-2nd Exploration Squadron
(and so on)
If you want to have the ships of Explorer command in its own Task Force, simply select "1st Exploration Squadron" by clicking on it and then hit "Branch only" (if there are no sub-branches) or hit "Branche+sub" (if there are sub-branches) on the "Create Task Groups/Land Parasites" area.
This will create a new Task Group called 1st Exploration Squadron with all ships in that group, and belonging to the Explorer Command Task Force.
You do the same for 2nd Exploration Squdron and any other TGs you want to have in that command.
This also works, if you want to split off a sub-branche from a larger organization, like, if you want to split off 2nd Cruiser Squadron from 1st Fleet, simply select 2nd Cruiser and hit "Branche only"