I can’t create multiple portfolios like in the example here, show on the “work” link: http://themes.pixelwars.org/?theme=photographer

I am following these instructions.

Multiple Portfolios
Note: Read carefully and try to understand how this functionality works.
You need a page with the template “Portfolio” if you want to use only one page portfolio on your site. But you don’t need any page for multiple portfolios on your site. Because the unlimited portfolio functionality doesn’t need any page to show portfolio items on your site. It works based on departments.
In multiple portfolios, every parent department works like a different portfolio page.
Shortly:
Create departments. These will be your different portfolio pages.
Go to Appearance > Menus. Open the Departments box from the Screen Options panel.
Add your departments to your menu. These are portfolio pages.

I am having problems here.>>>Add new portfolio items to your departments. <<<I am having problems here.

My site is here: http://7ac.e50.myftpupload.com/portfolios/

I have created four departments and one portfolio page.