To make missions you must have Kroms map editor. You can download it here:
http://krom.reveur.de/index.php?t=kam_tools
The latest version is 0.6 and it has made some nice improvements from 0.5.
Open up the editor with a rar (winrar, 7zip, etc) and make yourself a map. Don't place buildings with Kroms map editor! These won't appear in your finished mission. To place units, buildings, and make objectives, you must have a mission editor. Lewins is the easiest to use since it has a (almost) fully working GUI) Downlaod at:
http://lewin.namsys.com.au /kam/index.php?go=knights_and_merchants_editor_download
Okay now open up Lewin mission editor and choose to make a new mission. It will ask you to open a map. Open your map you made with Kroms map editor and start placing villages and people on your map (do whatever you want, it's your mission). Further information on making missions can be found in Lewins help file included with the download. I greatly recommend reading it.