Alright, Maestro has been spot on.
Stat by going into forge and making part of your map, save it. For this example, we name it "test map." Exit the map.
In a custom games lobby, select the gametype to Territories and the map "test map". You should get a message claiming "incompatible gametype." Go into the gametype, edit some options. and save it using (click in on the right stick). The options don't matter, as you can change it to whatever you want after forging.
Now, go into forge lobby, select that gametype, on "test map", and go into the game. You should be able to place the objectives and change the gametype labels for them to territory labels.