In addition to creating test cycles from the Cycles view in Zephyr Squad, there are other ways to kick off test-cycle creation.
You can initiate the creation of a test cycle from a Jira issue by clicking the ellipses, and then selecting Create Test Case. You are taken to the Details tab of the new test cycle, and the name of the test cycle defaults to the name of the Jira issue.
In the Tests view, if there is a folder of tests you'd like to make into a test cycle, hover over the folder and click the cog. A list of options appears. Click Create Test Cycle to begin the creation process.