You have a new project, or opened a project not under version control. First thing is to fix that by making a local repository.

You can use your mouse to go to the VCS | Enable Version Control Integration menu item. But you can also do this from the keyboard, to get to the same dialog, without leaving the keyboard.

Use Find Action ⌘⇧A (macOS) / Ctrl+Shift+A (Windows/Linux) and speed search for en ve co (meaning, Enable Version Control). It should be the first matching item. Press ⏎ (macOS) / Enter (Windows/Linux) to invoke it.

The dialog that pops up wants a selection of which VCS system to use. If it is Git, type g and the dropdown will select Git. Select OK to perform the operation.

This action adds a VCS root in your Settings/Preferences | Version Control preference. Later, when you want a remote, you can use, for example, Share Project on GitHub.