Most of the commands documented on the docs like this and this require you to already have your wallet configured.
But, there’s no documented way for you to CREATE/DEPLOY a cycles wallet from scratch that I could find.
I also tried to create a new canister on the NNS and tried to set that to my wallet, but even that is not allowed as shown below:
We need to document better the default way of custodying cycles for sending to canisters that we are running and maintaining.
Please point out if I’ve missed something basic and apparent. Apologies in that case