Make sure you are in the Animate Mode of Spine (top left corner: if it says setup, you need to click it and switch to animation mode)
Then in the hierarchy tree, expand the "Animations" tree and then there is a button at the bottom of the Tree View "New Animation".
Or you enable and show the "Animations" View (top right in the spines title bar) and click the small + IconButton on the right top side.
Here you go: http://de.esotericsoftware.com/spine-animations-view