Right down at the very bottom of that page: Create a new team

This is the project's Main page

In the section labeled Returning participants, the middle option is: create or join a team .

Clicking on this takes you to the Teams page.

At the very bottom is a line labeled Create a new team.
Clicking on create a team takes you to this page, where you can create your own team.

Note the start of the url for all of these pages.
It's the secure url for the project.
Make sure that you use it, or you're going to get nagged about being logged into the wrong url.