Before you start building your course, it needs to be 'created' in Moodle. If you're working in a school or university, then there are three ways this might happen:
An administrator has already created it: Sometimes, administrators create empty courses for all the official courses taught by an institution.
Put in a request: In other situations, the administrators require that teachers request new courses—an administrator then approves the course, and it's created.
Create it yourself: In other circumstances, you might have permission to create courses yourself. If it was you who installed your Moodle, then you will definitely have permission to create courses.
How is it that you cannot create courses but your colleagues can? Let's look at this in the next section.