Log into the Cryptographic Security Platform Vault for Databases webGUI using an account with Cloud Admin privileges.
In the top menu bar, click Cloud Keys.
Select Actions > Create Key Set.
On the Details tab of the Create Key Set dialog box, ensure that you select Microsoft SQL Server for the Database type.
If you have an HSM, ensure that you set the properties for the HSM.
For more information, see Creating a Key Set for TDE.