After you've defeated Avacyn in the campaign and gained the corresponding achievement:
you will unlock the ability to create a deck. (Prior to this I had edited the starting deck with a new name and switched out some cards. But saving these changes did not give me the achievement)
Now go into "Deck" in the scrolling meny, between "Shop" and "Card Collection". Then choose "Create Deck".
If you are doing this early in the game like me, I had only two options; the deck I had chosed in my last mission in the tutorial "Blazing Intellect" and "Custom Deck".
I suppose that the first deck will be whatever deck you chose during the Tutorial as well.
Personally I used "Custom Deck" to build one from scratch. I choose a couple of colours I wanted my deck to consist of, but at this moment I didn't have enough cards to build a working deck (36 + lands that are automatically added unless you change the settings for this). I saved the deck anyway and the achievement unlocked. I didn't even give it a name.