Log into your Discord account either on the website or on any client app using either username and password or with another device, using the QR code.
Press the + button on the left sidebar of the page
When asked to choose between creating a server and joining one, pick "Create My Own"
When prompted to tell more about the server, press "skip this question"
Pick the name of the server and press "Create"
Congrats, that's all there is to it! The created server should now appear on the left sidebar of the page.