Without any things, nymea can already do a couple of things, like serving web pages or acting as an MQTT broker, but in order to use nymea as as an IoT platform adding devices and/or online services to nymea is the first step.
From the main menu, open the "Configure things" screen. This screen will hold a list of all the devices and online services managed by nymea. Initially this list will be empty. Tap the + button on the upper right to start adding some things and follow the setup wizard.
When done, return to the main screen which will now show you control interfaces for the added devices or services.