An icon set is a group of icons that share the same topic, category, style etc.
A family is a group of icon sets that have something in common like format, style, topic.
From Your account, go to Manage icons from the right side menu, as in the screenshot below. Here, you will find a listing of all your icons approved and on sale on Iconfinder. Notice the two buttons New family and New icon set on the top right corner of this page.
To create a new family, just click on the New family button and fill in the blanks with the family details. Add a name, description and order of appearance for the new family. Read more about Icon families.
Once created, the family will appear at the bottom of the list and will be empty. The Sort Index field sets the order of appearance of the family on your seller page.
In order to add icon sets to this family, you will need to go to the icon set, click on the Edit details button, as in the screenshot below, and choose the newly-created family from the dropdown list.
In case you want to delete an icon set, just click on More and then on the Delete icon set button from the drop down menu in Manage icons tab from Your account.
To create a new icon set, click on the New icon set button from the Manage icons tab from Your account. You will be redirected to the page below. Please follow the process described here for uploading new icon sets.