Thank You Emails should be created as Pages and marked as "Hidden", "Sections". They can be found in the Pages area when you Search for "Hidden", "Sections".
You might decide to clone a Thank You Notification Email Page. Just keep in mind that when you clone a page, it automatically flips the Page into Draft Mode. So if you can't see your page after you've cloned it, ensure you have "Hidden" and "Draft" highlighted, as shown in the image below.
There are standard Layouts for Thank You Pages and Thank You Emails that you can drag and drop on to your page.
In the Page Editor, simply open 'Layouts' > Sections > Notifications
Thank You Notifications are free pages and do not count as part of your Page allocation or billing.