Hi,
as Rodrigo already said, you may choose in SE80.
In the package attributes you assigned an application component and a software component.
Starting quite recently (couple of years ago) SAP startet to use a 'real' package hierarchy defining package interfaces. I don't know exactly how that works, usually it may be ignored.
Just find any other existing Z package in your system and use the same attributes, just a new name and description.
Don't assign it to $TEMP but to Software component HOME.
Regards,
Clemens