Are you using the Cloud Based Lightroom and not Lightroom Classic?
With the Cloud Based, all photos are are stored in the Cloud with a local (hidden) Catalog on your computer, which stores high res files as required. It only works with a single Catalog.
Classic's photos and Catalog(s) are stored on local drives. You can have multiple Catalogs.
It sounds a possibility that you are using the Cloud Based but the research material refers to Classic.
Can you go to Help - System Info and see what version number you're using, so a member of the community can assist.