To create a mailbox under your domain, first login to your Lycos Domains account via https://domains.lycos.com/login/
Then, click "My Domains" in the top left.
Click "Mail" in the left side-bar:
On the Mail page, click the "Add" button under the "Forwarding Accounts" section:
A form will appear. Enter the desired forwarding address account name and the desired destination email address. Then click the Add button: