Go to the magazine that you want to create a thread in, hit the + in the top bar, and select "Add new link" or "Add new thread". There's also a select box for the magazine once you hit one of those.
For a microblog post, make sure to hit "Add new post" and again, there is a dropdown select box for the magazine. Also, you can add a hashtag to make the microblog post show up in various magazines.