How do I create a new language?
Without further information, I am going to assume that you are talking about human language, and not programming languages.
A constructed language, or conlang is a made up language for the purpose of storytelling or simply as brain exercise. Some of the most well known conlangs include Elvish from the Lord of the Rings, Klingon from Star Trek, and Na'vi from Avatar.
To get started with creating a conlang, you first have to set goals for what you want to achieve. Is it supposed to be concise, otherworldly, familiar, grammatically complex? 

After setting these goals, you will have to come up with the sounds of your language. This is a really important step, as it will effect the overall feel of your language. 

Once this is achieved, you will have to start with the grammar and vocabulary of your language. Is it SVO, SOV, etc.? What conjugations will it have, or will it even? What will the vocabulary be like? You can always take inspiration from the real world, or come up with your own concepts. The possibilities are endless!
What is SVO, SOV, etc? What is that sentence mean?