After you've created your Info record (ie. Lead) in Mercury and that lead turns into an actual opportunity, you'll need to Convert that Info record into a Vacancy.
Navigate to Info and then click on the Name of the record you want to convert into a Vacancy.
The Info record will open and you'll need to click Convert.
Once the Conversion is complete (this may take up to 10 seconds) click OK
You'll now notice the Info record has been made Inactive and you now have a Vacancy associated to the Info Record. Click on the Name and you will be taken into the Vacancy where you can manage all of the remaining data in order to start getting Candidates.
You can also now click Vacancies and find it there.