Click on the marketing funnel of your choice and then click on create step.

On this step give your pop-up form a name and under Choose step type > select Popup Form.

Now choose one of the pre-built templates.All templates are completely customizable.
As of the writing of this blog post, you cannot create a pop-up from scratch.

The final step is to get the script code to embed in your WordPress site.

Watch this two-minute video on how to embed a Pop-up on your WordPress site.