First navigate to the Health Scoring section i.e. Settings > Account Settings > health Scoring.
Open/Click on the Health Score you would like to work with.
On the left-hand side, click on Components and click on either the:
+ Add Your First Component Button [Below]
OR, if you are adding additional components, click the + New Component button [Below].
Next, [As Below] a pop up box will appear, give the Component a name and apply a score value to the Component (between -10 and +10) and hit the Submit button.
Next you need to apply the relevant filter e.g. Change in Session Count Over Time has increased more than 10% in the last 4 Weeks [Below].
Click the Save Changes button and navigate to All Components and you will be returned to the full list of components [Below].
.. an example of a fully built Health Score: