How can I create a community?

User community creation is an admin setting for each particular instance. It's disabled on lemmy.ml and that's why you're not seeing the option. You need to sign in to an instance that has user created communities enabled. My login instance does allow user created communities.

You gotta be registered on an instance that allows users to create them, I think Lemmy.world does. Alternatively can ask the admins at your instance (or another one) to make one for you and they might.

There's requests@lemmit.online. It appears a bot then starts the community.