See the below video. The toolbar is created with a few xml tags in the config.esriaddinx. You can either stub it out by inserting the code directly into the config.esriaddinx or right click on your project, select add new item, and then add an addin container to your project, which will stub out the xml for you. You'll want to add the toolbar after you've created your commands if you're not familiar with manipulating the xml behind the toolbar to add items to it because the wizard will allow you to select the items from a drop-down.