The pin configuration is hosted in a file, that needs a project as container.
Figure 1. Create a project from an empty project
If you do not have yet a project, you might use the project creation wizard, using the <CTRL>+N shortcut.
Figure 2. Select Project creation wizard
Then click "Next" and then enter the name you want to give to your project, then click "Finish":
Figure 3. Name the project
