In order to upload one of your choreographies you need to first record one. From the main menu you have to go to Just Create then Freestyle. Pick any song with the icon indicating it can be uploaded. Record your song and you'll earn the following achievement:
Once you have created one, all that is left is to actually upload this. Go back to the Gallery and find your creation and share it. Once the upload finishes this will pop.
This cane be done at any time. It can even be the first thing you do in the game before actually doing any dances.