Locate where you want to add the glossary and click "Add an activity or resource".

Select the 'Glossary type'.

Secondary glossaries are the most commonly used as a general glossary. Main glossaries are only used to allow entries from multiple secondary glossaries to be imported into the primary glossary as a hub.

Edit any other settings as desired. 

Click on the ? icon beside a setting to see what it does.

Click "Save and return to course" to confirm changes and add the resource.

How to Create a Glossary Activity in Moodle