To create your own activity from scratch, go to the Activities section, then click on the library that you want the activity to be in from the My Libraries dropdown.
Select the Create New Activity button to create a new activity from scratch. If you don't see the Create New Activity button, you don't have edit permission in the library.
The new activity will be added to the library you are currently in. This can be moved by clicking the "..." button under the activity, then clicking "Move to Library."