To set up the "Add Listing" page you will need to head over to Pages > Add New and create a name for your page. The "Add Listing" page is a page template which can be chosen by selecting the "Add Listing" template from the dropdown of Templates on your lower right, see below:

Once you have done this your add listing page is set up. To configure the options available for your add listing page head over to Theme Options > Add Listing Page.