Go to your dashboard
Either selection will add a new page -
You must add Title for your new page
Make sure you save draft - this will make sure your page and title is saved, if you back out without title or saving - it will be an untitled draft in your menu.
To start editing your page Use Divi Builder
Note the Section, Row and Module menu's with white arrows
Remember to Save Draft or Publish when you have completed your page annotated by red arrow