InDesign is a profession application with a steep learning curve. It's best to take some lessons to get you going. Linkedin Learning (for example) have some excellent step-by-step tutorials and you can get 30-days free access. You can return to this forum with specific questions if/when you get stuck. Specifically on your question try File > New (Document).
What is your version of InDesign? OS? Have you already opened a file, or are you trying to open an existing file and cannot see it? Where is the file stored?
Your screen capture indicates you are not signed in to a Creative Cloud account. That may be part of the problem...