How to install a second Windows VM?

On Mac Book. 16 inch Pro.
I have Windows 11 running, and it becomes quite an integrated menu.
So integrated that I now don't know how to also install a second VM, which I want to be Windows 10.
And another which I want to be Linux.
Welcome any pointers.
All the help articles I found point to "click on File menu and New VIrtual Machine". Where is this File Menu? In which app exactly? I have Parallels Desktop (which is now synonymous with Windows 11, and there's no "New VM" option in File), or Parallels Link, or Parallels Mounter? None of these have this said option.