Connect to the environment via the vSphere client and right-click the ESXi host or Datacenter in the inventory and 'Create a new virtual machine' should be an option.
Select this then go through the Wizard to create a VM with the OS type resources and configuration that it requires.
Page 21 of this documet goes through the basic steps of creating a VM:
If you have not created anye VMFS datastores on the local HDD storage devices then you will have to do this first:
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For learning purpose better you should use Vmware workstation , then install ESXi and Windows 2012
Make 2012 as vcenter server