A new project can be created by pressing the New Project button in the Startup View.
This will create a new project with default values defined in Settings. The project settings dialog will open to enable you to define project specific properties like project name, manager and target times.
When you create you first project, consider creating resources in a separate file. When you refere to this file in your project(s), you do not need to define your resources again, and you can coordinate resource usage across projects. See Managing Resources.
If you want to coordinate resource usage across projects, your project files must be stored in the same directory. A useful structure could be something like this:
plan !-- resources ! !-- SharedResources.plan !-- projects !-- <project 1>.plan !-- <project 2>.plan !-- etc