To create a mailbox under your domain, first login to your Lycos Domains account via https://domains.lycos.com/login/
Then, click "My Domains" in the top left.
Click "Mail" in the left side-bar:
On the Mail page, click the "Add" button under the "Email Accounts" section:
A dialog will pop up. Enter the desired mailbox account name, the desired password, and the password again. The password should be at least 10 characters and should contain at least one of the following: capital letter, lowercase letter, symbol, and number. Then click the Add button: