Click the button found on the "Create" and "Organize" pages to create a new document.
When creating a new document you can enter file name, or leave it named "Untitled Document". You can always rename the document later if you need to.
If you've created other documents in the past, you can choose to start your document off as a copy of an existing document. This is useful if you want to create multiple versions of the same test (simply rearrange or replace the problems in the new copy), or if you want to copy the formatting of another document.
Click Create. to complete the process. The next screen you see will be the Selection screen where you can select and add problems to your document.