To create a new Project click the Wheel Button at the bottom left of the Organize window (1) and select "Add Project".
A new project named "untitled" is added and opened for editing (1). As the name of the project is already preselected, you can immediately start typing in your project name and the default name is overwritten.
Start typing "My first Project" and press Return on your keyboard to save the new project name.
To make "My First Project" a subproject of "Tutorial I (Basics)" simply drag "My First Project" and drop it on "Tutorial I (Basics)".