You can create a private session using the QUICK START SOLO button.  Even during this session, you can invite others if you so choose.

You can create a simple public session using the QUICK START OPEN button.  Anyone can join--jam time!

Finally, with the START OR SCHEDULE button, you can see every setting available when starting a session, or even schedule a single or recurring session for the future.

You can find other sessions by clicking the FIND SESSIONS button on the session page.    Public sessions are listed here, as well as any private sessions created by your friends or that you have been invited to.