Adding a page type - file set?

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The instruction says to add a page type throught the dashboard. However, it tells me to make a 'file set' and 'page type icons'. How precisely is this done? Where do I load it?

I have a layout as follows:
- header
- slideshow
- navigation bar
- 3 columns (left sidebar, main, right sidebar)
- footer

trixiemay
 

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