To create a new map if you want to start with that you need to have a wider 'Model' that the map will be part of.
The Model is made up of the Map, Benefits Hub information (Details Screens etc).
So to create a blank map you need to go to the sidebar and +New Model and give it a name.
This will automatically create a map and model for you.
Then when you navigate to Capture or Benefits Maps in the Workflow you will see your blank map all ready to start mapping.