Do you mean a community?
Like having your own !nostupidquestions@lemmy.world but with a different name?
It depends on your instance if they allow anyone to create a community or not, there's a configuration in the admin panel to restrict creating them to only admins.
If your instance allows it, then you can go into the home page and see a button on the left side which says "Create a Community" right above "Explore Communities".
Then you just have to fill up the data and click "Create".
Check the most upvoted answer and then look into tubearchivist which can take your yt-dpl parameters and URLs to download the videos plus process them to have a better index of them.