To start with you would want to open the Unity Hub application
it looks like this.
then once you sign in it will change to something similar to
so you would want to click on the blue new button like so
in tis gif it shows the several ways that one can not only start a new project build folder but also how to open a folder that is on the pc/ computer from a already started build for instance if you retrieved a work file / project build from a client or studio your doing work for.
https://i.imgur.com/UbpOlj5.gif
with this out of the way now we can get in to the core of setting up the project and building our project.