You have everything you need to create a rally point. The castles need to be conquered, you can't create one.
An Alliance Rally Point can be founded by the leader or the first officer with double click on whichever spot on the Global map if it is not a spot occupied by an empire or a spot destined for a colony (hills, forest or a special resource terrain).
You can read here for further info
http://www89.imperiaonline.org/imperia/game_v6/game/help/?section=diplomacy&lang=en&speed=2#diplomacy_77.
If you still have a problem, please write your username and the number of the beta realm, we will check.