On your logged in dashboard click the left sidebar menu for "Conversions".
This page will show you 2 tabbed areas for Conversions that are currently Enabled and another tab for Disabled conversions that are no longer active.
In the top right of this page you will see a button to create a new conversion.
Click that button and you will see the following popup to configure your new conversion.
Fill in the information related to what is considered a conversion. In most cases you will want to enter a URL here to your thank you page and set it to count a conversion once per person.
Make sure you have your SmartEngage tracking code correctly installed on this thank you page as well.
Once finished, click save.