Creating a collective requires the collectiveController-1.0 feature. The collectiveController-1.0 feature and its capabilities are available only in WebSphere® Application Server Liberty Network Deployment and WebSphere Application Server Liberty for z/OS®. The feature is not available in WebSphere Application Server Liberty, WebSphere Application Server Liberty - Express, or WebSphere Application Server Liberty Core. If you have a WebSphere Application Server Liberty Network Deployment installation, you can use its collectiveController-1.0 feature to work with collective members from WebSphere Application Server Liberty, WebSphere Application Server Liberty - Express, or WebSphere Application Server Liberty Core installations.
To get WAS Liberty Network Deployment, follow the instructions here. Some basic commands you can run are listed here.
WAS Developer also contains the collectiveController-1.0 feature, but can only be used in development and limited production.