If this is your first time using the application, the first thing you should probably do is configure your settings:
OBS already starts with one premade scene (Pictured above). You can also create more scenes. Right click the Scenes list box and select Add Scene to do so. (Pictured below)
Now all you need are some sources. After creating your scene, right click the sources list box and select a source to add.
After adding some sources, you may need to Edit the scene