Within the Local tab, click on the White Plus symbol in the upper right, then choose the New Project option. Or, if you're in the Projects tab, you can click the Add a New Project link in the top right.
The first step in creating a new Project is to assign it to a Client. As you begin to type in a client name, after 3 characters the process will start to "hunt" for already existing in PRO client names of yours - you can select an existing client or proceed to create a new client by simply entering a name that doesn't yet exist.
Once you've selected a client, you'll need to input the project details. Note that the default visible data elements are the ONLY ones needed in order to create your new project, but you can always choose to click the "show optional fields" links if you wish to add more detail.
If you chose an existing client name from the list that you were presented with, as you begin to enter a project address, after 3 characters the process will start to "hunt" for already existing in PRO project addresses of yours for this client - you can select an existing project address or create a new one by simply entering an address that doesn't yet exist.
Once done, click the Add Project button at the bottom to add your project to PRO.