Security groups are scoped and managed under VPC package. For managing security groups and their rules please go into VPC detailed view by clicking on provisioned VPC package name.
Click on Networking and then Security groups to see details of existing security groups and to create new ones.
To create a new security group, click on Create, then enter the group's name and add at least one rule. It is highly recommended to add a description as well.
You can find the list of existing security groups and their explanations here .