Creating a Scriptable Object in the Unity Editor

I can't comment so just place it like answer: Don't forget to use UnityEditor.AssetDatabase.GenerateUniqueAssetPath coz simple AssetDatabase.CreateAsset can erase your data:

using UnityEngine;
using System.Collections;
using UnityEditor;

public class MakeScriptableObject
{
    [MenuItem("Assets/Create/My Scriptable Object")]
    public static void CreateMyAsset()
    {
        MyScriptableObjectClass asset = ScriptableObject.CreateInstance<MyScriptableObjectClass>();

        string name = UnityEditor.AssetDatabase.GenerateUniqueAssetPath("Assets/NewScripableObject.asset");
        AssetDatabase.CreateAsset(asset, name);
        AssetDatabase.SaveAssets();

        EditorUtility.FocusProjectWindow();

        Selection.activeObject = asset;
    }
}

You need another script to add the button which will create an instance from that scriptable object. something like that

using UnityEngine;
using System.Collections;
using UnityEditor;

public class MakeScriptableObject {
    [MenuItem("Assets/Create/My Scriptable Object")]
    public static void CreateMyAsset()
    {
        MyScriptableObjectClass asset = ScriptableObject.CreateInstance<MyScriptableObjectClass>();

        AssetDatabase.CreateAsset(asset, "Assets/NewScripableObject.asset");
        AssetDatabase.SaveAssets();

        EditorUtility.FocusProjectWindow();

        Selection.activeObject = asset;
    }
}

You can check this Introduction to Scriptable Objects tutorial on unity website.