Creating a New Toolbar
Place your pointer over any toolbar and press the right mouse button.  Select Customize…. Select the New... button.

Select the Customize button from the Toolbars Dialog.

You can add buttons to your tool bar by dragging and dropping them from the various categories or you can copy a button from a visible toolbar by holding the CTRL key while dragging and dropping the button.  If you don't hold down the CTRL key you will be moving the button.
AutoCAD also displays a description area to help you choose the command and icon you want.

Close the Customize Toolbars Dialog.

Now in the Toolbars Dialog box you will see your toolbar name.  Close the Toolbars dialog.  AutoCAD will now compile or build the files it needs to use the menu.  Three files are updated: MYMENU.MNR, MYMENU.MNS and MYMENU.MNC.

In the Menu Group pop-up select Mymenu.  Type     MyFavorite as the toolbar name and press OK.