If you re-install FETCH|IT on the same computer your schemas will remain. However, if you deinstall FETCH|IT on your computer and then install it on a different computer, they will not be there anymore.
If you want to create a new FETCH|IT Schema go to FETCH|IT Schemas in the navigation bar. There you click on New Schema.
You will get to the FETCH|IT wizard. The wizard will help you with creating the schema. Click on Next. You can find out about how to set the name of a schema in the chapter Name of the schema.