Drag an app icon to the far right of a home screen. That will flip to the next one to the right, or create a new home screen to the right of you are already at the furthest right screen.
You can do that by dragging an icon already on a home screen or the dock, or open the app drawer and drag the icon from there. Or you can long press on an empty area of any home screen, which will show you the home screens a little smaller with a widget and app picker at the bottom. Again, you can grab either and drag them to the right edge of the right most home screen and it will create a new one.
Conversely, if you remove the last icon from a home screen, it will disappear.