A course is a collection of lessons and quizzes, a quiz is a collection of questions. Before making a course make sure you have everything else created to make things easier for yourself.
In the upper menu, go to the Courses tab, then click on the Add new Course button found here.
In the upper portion of the page you have a menu with useful links to help you customize your course, for example the Special Settings button.
After adding content in the first area, you can scroll to the Course Sections, by clicking the + sign, you create a new section. Enter a name for it and add courses or quizzes to it.
When adding elements to a section you can search for them, press +Add all to add the whole list, for a single element you can click the + button, double click or drag and drop to the left.