How do I set up my iphone as a presence sensor?

I’ve read threads about this, but I can’t find a clear set of instructions.
I’m using an iphone6 and ios 9.2.1 Smartthings hub V2.
I tried:
Connect a new device
Coming and Going
Mobile Phone
Connect Now
I get a message stating that I need to first set up a region around my location.

I know what a geofence is, but where and how to I set that up?

Tap the menu button in upper right corner. Then tap My Locations. Next, tap the gear icon in your location. In there you can set your geofence.

That worked.