I ran into this problem and solved it, so this Q&A is here just in case somebody else spent time on sifting through Microsoft's docs trying to find this answer.
How do you create a new board in Azure DevOps? When I go to the boards > board and look at my existing boards, there's no + button to create like there is with repositories in the board list dropdown. Additionally, there's not an add button in the top right. And the board settings are just board preferences, not overall boards management.