Create GPT on with a single Linux RAID partition for each disk that will be in the array.
--level is the RAID level (e.g. 0, 1, 5, etc.)
mdadm --create --name myraid --level=0 --raid-devices=2 /dev/md0 /dev/sda1 /dev/sdb1
cat /proc/mdstat
mdadm --detail --scan | tee -a /etc/mdadm.conf
The /dev/md0 is the new RAID volume. You can format it as a filesystem, setup LVM on it, encrypt it with LUKS, etc.