To create a component, first navigate to the folder where the component will live in Tridion. From there, you have two ways to create a component.
The first way is to right-click anywhere on the white space within the folder. In the menu that appears, select New > Component.
The second option for creating a new component is to use the top ribbon. For that option, using the dark gray bar at the top of the screen, select Create. Then click where it says New Component underneath the icon. In the drop down menu that appears, choose New Component again.
Either method works, and you can use whatever feels most comfortable to you. If you happen to get so many items in a folder that you can no longer right click on the whitespace, then the top ribbon method becomes your only option for creating new components.