I know of a couple ways to make a Treasury. You might have another way completely different that how I do it. This way works pretty easy for me.
Before you begin-- Thing of a Theme and a possible title for your Treasury. Maybe something a little different if you can. You have to know that "Happy Easter" will be snatched up fast. But even with that- your theme would be Easter things. Great...Then I open a New Window or Tab on my computer and go to my favorites... or I just do a search on say Bunnies-- and see what comes up that I like. (If you belong to an Etsy team-- it is always nice to do a search on the team and choose your items from the team members... BUT you don't have to!!).
Then I simply open new tabs for each of the 16 items that I like. Maybe even choose 20 to be safe. Keep those tabs open on your computer. And Go back to the tab that is open with your BIO page on it... scroll til you see "treasury list"-- if you have none- I would imagine it says so- there is a link that reads- See more. And then you get taken to a page with a greenish box that reads 'Create A List". Click on it.
You are brought to a page with 16 empty boxes. Simply go back to the open tabs you have with the items you like of OTHER Crafters and Copy the link to their item and paste it into the box for the link at the bottom of the empty boxes on your treasury page.. click Ok and the item will appear. (when you get good at it- you can just open one page at a time and copy and paste).
When you have completed the boxes-- you can rearrange as you would like or even delete ones that don't quite go... I would take those and put them in my favorites for another time.
Make sure you add Tags to your Treasury--With the New Activity Feed you don't have to contact everyone in your treasury to tell that that you added them.
If you find you are added to a Treasury--make sure you add nice comments and publically thank them for adding your item. It was very nice of them to do so. I have to say that most everytime one of my items is listed in a treasury- it sells. So, I love them.
AND- The don't forget to return the favor and create a Treasury with some of the shops that put you in their Treasury! (Remember- it is not really about whether you like their art.. it is about networking. I put things in my treasuries that I actually like- and sometimes someone puts my things in their treasury that is just not my taste, but I still take something of theirs for my treasury as a Thank you.)