Simple Question Container

I am doing this tutorial, http://kirupa.com/developer/mx2004/transitions.htm

dumb question but, it says “Create a new movieclip and position it on the stage. This is the swf in which your swfs will be loaded. The top-left corner of your swf will correspond with the registration point of the movieclip – the dot you see on the stage.” how do I make a new movieclip?