Select the calculation or calculations you want in the section. You can select several calculations using Ctrl+click, just like selecting several cells in Excel.

Then press Ctrl+Shift+G or click the “New section” button in the Ribbon.

The calculations will be put into a new section. Double click on the name of the new section to edit it.

Sections can be put inside one another, so you can have sections, sub-sections, sub-sub-sections and so on.

If you drag a section out, between two sheets, it becomes a sheet itself. You can also do this by right clicking, selecting “Move” then “(make into sheet)”.

If you drag a sheet inside another sheet or section, it becomes a (sub)-section of that sheet or section.

For more on moving items around in your model, see Move things around in the model