Collection refers to a group of slack channels for which you want to set up similar escalation policies, emoji settings and integration settings and you can review requests across multiple channels in a single panel. You can also review conversations happening across all channels that belong to a collection in a single view from the collection board on the ClearFeed webapp.
You can create a collection by opening the collections navigation from the action bar & by clicking on the "Create new Collection" button.
You can enter a name for your collection, then select the channels you want to add to that collection.
You can add more channels to your existing collection by clicking on the + button on the topmost right corner.