How to create a course depends on a couple of things including - are you using Canvas as part of your Institution or a Free for Teachers account? If you are using a Free for Teachers account (and at some Institutions) you can create a course from the Canvas Dashboard --> How do I start a new course? If you don't see this option then it could be that your Institution has it disabled and in this case you would need to contact the Canvas Admin at your Institution to get a course set-up for you.
Some additional guides that will help you get started include the following - Getting Started with Canvas as an Instructor
Hope this helps!