The HMRC annual returns need to be submitted against a previously registered scheme, these can be easily setup through the Employment Related Securities (ERS) section of HMRC's website.
You need to log into your HMRC account for your business, this needs to be an account with PAYE setup. A company can only have one PAYE account per business so you might need to ask someone else in your company to set it up if you don't have the login.
Once you have logged in locate the ERS link towards the bottom of the new style website or in the sidebar of the old style HMRC website.
Once in the ERS system select the option to register a scheme and then select Other.
You need to select the tax year, this is going to be the year the shares or options were first issued. You also need to enter a name, this can be anything you want and acts as a reference for you. The corporation tax reference and company number should be filled in automatically but if not you should enter these.
The next page will give you a summary of the entered information and the opportunity to go back and make any changes.
Clicking confirm will take you to a declaration screen where you need to confirm the information you have submitted is correct.
Clicking next on this screen may prompt you to re enter your login details to confirm the submission.
Finally an acknowledgment screen is displayed with a reference number.
Once this request has been processed the scheme will be setup and the annual notification can be made.