First, go to 'Courses' > 'Coupons'.
It will take you straight to the 'Site' > 'Coupons' because you can create 'Coupons' via both the 'Courses' & the 'Site' tabs. However, the 'Site' is the primary place for you to create coupons.
NOTE: You'll find 'Support Documents' under the 'Site' and 'Coupons' sections. Please refer to this information for details on creating coupons inside courses
Also watch the video on 'Overview of Course Coupons'