Hi @Malibongwe ,
Your logged in user should be connected to a site first. Please go to ‘Sites per User’ page and define a site for the user.

Thanks,

Nethmini

Hi @Malibongwe ,

It's great that you're practicing. congratulations. 

you can create a site separately against the company that you wish to create these functional objects. Please follow the steps below.

thanks and regards,

Kushan

You can reach the page 

Application Base Setup > Enterprise > Site > Site - Create new Site in one of your companies.

Else you can connect your user to an existing Site of one of your companies.

Hope this would help.