First and foremost, make sure you are creating it on an appropriate wiki. Each wiki has a topic. For example, this wiki (Community Central), is about getting help creating, maintaining, and editing FANDOM wikis. If you have a question about such things (like the ones you are asking right now), this is the correct place. However, if you wanted to talk about Spiderman, then this would not be the right place. Instead, you would go to another wiki such as the Marvel Database or the Spider-Man Wiki. Each wiki has its own policies about the type of content that is considered appropriate. Depending on the wiki, there may be additional policies regarding aspects such as content formatting and page naming; so be sure to check those out as well. Once you are sure you are in the right place and are aware of the local policies, the actual mechanics of creating an article are mostly the same for all wikis. There is a lot of detail we could get into, so I will simply refer you to Help:Editing for a basic introduction.
There are 3 ways to initiate the page creation process:
Use the "Add" button
On wikis, you will notice a banner near the top of the page that contains the wiki's name and some navigation menus. This is called the local navigation. All the way on the right, you should see a rectangle with the picture of a sheet of paper and the text "Add". This button will initiate the page creation process.
Follow a "red" link
Links to other pages on the same wiki will appear in red (unless the wiki has forcefully changed the color) if the page to which it links does not yet exist. If you click on the red link, it will initiate the page creation process.
Use the "Create" button
If you navigate to a non-existing page (typically by manually providing the URL to your browser), you will see this button instead of the "Edit" button mentioned in the help page I linked to.