Before attempting to create a new form, verify that you have activated at least one extension that supports forms.
GEO my WP provides 2 core extensions that support forms: Posts Locator and Members Locator. Some premium extensions might support forms as well.
If you haven't done so already, activate your extensions now.
To create a new form, navigate to GEO my WP Forms page ( dashboard -> GEO my WP -> Forms ).
Create a New Form
At the top of the page, you will see the "Create new form" drop-down select box. Click it and select the form that you would like to create. If you don't see any options in the select box, make sure that you have activated at least one extension that supports forms.
Once you select a form, the page will reload and you will see the Form Edit page of the new form that you have just created. In this page, you can set up the form as you wish. See this page more details regarding form setup.