It's there, you just have to look a bit for it.
Click on Help, then AutoCAD Electrical Help and then the Search Tab. Type in SYMBOL NAMES and at the top of the list should be Create a New Library Symbol. What you have to be careful of is the symbol name itself for schematic symbols, as this tells ACE if the symbol is horizontal or vertical, what catalog table to open, parent or child, normally oper or normally closed, etc. See the attached document for a condensed version of the symbol naming process.
Good luck!