File -> New Project does NOTHING on Windows 10 Pro

No problem, it's useful to get the feedback. Thanks for reporting (and replying to confirm) since now this also might help others that run into the same question. Let us know if you run into other aspects of the app that don't work as expected or are unintuitive! Have fun!

Oh! Thank you, yes that is confusing.  I just assumed I needed to start a new project first lol.  Thanks again.

Are you in Starter Mode and already in the "Home" workspace? I can't seem to find the link right now, but there was another question about this recently because the "New Project" menu is really confusing in that situation.

In Starter mode, the first step of starting a project is to import or choose a puppet (it does this in part so that the project can be named after the chosen puppet). If you are editing an existing project, it is slightly clearer because it switches you to the home workspace, but if you are already there it does nothing, which is confusing.

If that is the case, choose a puppet from the grid or import one to create a new project.

Hopefully that helps.