To create a new application, 

go to application> new application> select on top of which you want to create a new app> click on learn more> use this application type> include if any built in case types are needed click continue> select channels you want to include in new app click continue> customer decision hub (check in the box if you want to include marketing)>  select data types > name your application, in advanced configurations you can change the org and div names> click on create application.