Add create new collection button and improve collection docs

[bombillazo]

Is your feature request related to a problem? Please describe.
I spent almost 15 minutes trying to save queries to a collection. First, there is no "Create collection button" anywhere hinting on how to create a collection. Also, the documentation is very scarce on the topic of collections (in fact, there is a section mentioning deprecated queries which misled me into thinking this feature was deprecated. I completely missed the save icon next to refresh, and my natural instinct was to try to drag and drop tabs into the collections pane to create/add things to a collection.

Describe the solution you'd like
Whenever I drag a tab into the collections pane, it is either added to an existing collection or a new collection is created and the item is added automatically.

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
Add any other context or screenshots about the feature request here.

[imolorhe]

Hey! Thanks for the input on the collection documentation. I can add more content about collections in there (also feel free to create a PR adding any missing documentation).

Also we can have the new collections button.

Regarding the drag-and-drop, I'm not sure if that is the solution to the visibility of the collections feature. I feel it's more around the existing buttons.