first you have to reaserch colony cluster level 1 at least, this will allow you to make a 5 planet cluster (C1)
once you have done that, go to "projects" under the left side menu, and click on it, and you should see the option to make a cluster there
when making a cluster, the 5 planets chosen to be clustered togther are automatically selected from the bottom up, choosing ones of course that can be clustered
planets that cant be clustered are U class and your homeworld, as well as other clusters(unless you are making a C2 which is a cluster of 5 C1`s)