In order to create a new warehouse, you should activate the Multi-Warehouse settings. Note that the Multi-Locations settings will be automatically activated at the same time.
In order to do so, go to the Inventory app --> Configuration --> Settings.
You can then go to nventory --> Configuration --> Warehouses and hit Create to add a new warehouse.
You will be able to enter your warehouse name. You should also choose a short name for your warehouse which is 5-characters long and is used on the different warehouse documents.
In the Address field, you can select an existing company or create one on-the-go. Therefore, the address of your warehouse will be the same as the one of the company you selected. You can also leave this field empty and edit it afterward.
After the creation of your new warehouse, you can go back to the Dashboard and you will see the new operation types automatically created by Odoo due to the creation of a new warehouse.