When creating a new thread, near the bottom of the "Post New Thread" page, there is a section called "Post a Poll" under which there is a little box with "Yes, post a poll with this thread". You check the box and select the number of options you want.
Then click on "Submit Thread". You will then be brought to the poll page, where you fill in the poll options and you can even increase or decrease the number of options from there. You can preview your poll before submitting also.
While you are creating your poll, the thread will appear on the board as a normal thread until you click on the "Submit Poll" button at the bottom of the poll page.