To create a new project, simply choose the menu item 'File|New Project...' and the following dialog will appear:
Choose one of the document templates from the list on the left side. The tabs are representing the available categories of the available templates. What templates are available, depends on you. Take a look on how to use document templates to learn how this works.
The other controls are having the following meanings:
Take a look at the file options for detailed information.
Press the 'OK' button to generate the new project. TeXnicCenter will create the project file and the project's main file, based on the choosen template. Afterwards the newly created project will be opened in TeXnicCenter.