To create a new necklace (or continue an unfinished necklace), tap the mannequin in the main menu. 

Then, choose chains, beads, pendants, and a locket using the boxes at the bottom of the screen. Items can be dragged onto the necklace, and moved around or customized at any time.

When you're done, tap the clasp button at the top of the mannequin to try it on!