To create a new sprint, navigate to the Sprint Management page either via the project's overview (just click Sprints):
Or alternatively, click the All Sprints link in the Tickets dropdown:
To the top-right of the Sprint Management page you'll have two options; either to create a new sprint with new tickets by clicking the Build Backlog button, or create one using existing tickets by clicking the New Sprint button.
To find out more about building a backlog of new tickets see this article, or for more information about creating a new sprint using existing tickets, see this article.