Hello there and welcome to the Wowza support forum.
At the top of the Wowza Engine Manager page you should see 4 tabs, "Home" "Server" "Applications" and "Help"
If you click on the "Applications" tab you will be taken to a new page with a list of your current applications in the left sidebar, and a menu of the different Live and VOD applications you can create new instances of. For starters you can click on the center menu and choose "Live" or "VOD" which will prompt a dialog for adding a new application.
I hope this helps in some way. Please let us know if this is not the solution to your problem.