Open your 'User CP' on this forum. The link is located at the top-left of the page, in the blue bar. Once you get to your User CP, look at the list on the left-hand side on the page. Under the header 'Settings & Options', you will find 'Edit your signature'. Click that.
It should open a window on the screen that you can put your signature in. If you click 'preview' it'll show you what it looks like. Save it, and you should have a signature!
If the option 'Edit your signature' doesn't show up, go to 'Edit Options' in your User CP, and scroll down about half way until you find 'Thread Display Options'. Make sure that 'Show signatures' is ticked.
If the option 'Edit your signature' doesn't show up, go to 'Edit Options' in your User CP, and scroll down about half way until you find 'Thread Display Options'. Make sure that 'Show signatures' is ticked.
To create a signature click on 'My Profile' (top if the page in the blue bar), and scroll down the page that comes up. The signature part is pretty far down, almost at the bottom.