There's two ways to create a showcase, depending on whether you want to use all of your enabled mods, or just some.
To create a showcase with all of your currently enabled mods, use the Create Showcase button in the top toolbar of the Mods screen. This will walk you through creating a showcase with any mods you have currently installed and enabled.
To create a showcase with only some selected mods, select all the mods you want to include from the Mods list (hold Ctrl key and click on each one) and use the Create Showcase button in the bottom action bar to create a showcase with just those mods.
Once you've started your showcase, you'll be prompted for a name for your showcase (this can be anything you like) and what format you want your showcase in. Choose a format using the selections at the bottom of the dialog and click Create to start the showcase generation process. Once we've finished creating your showcase you'll see a notification appear and you can choose to copy the showcase to your clipboard or save it to a file on your PC.