Before creating WooCommerce pages, you are required to install and activate WooCommerce plugins.
Normally, when you import demo content, these pages are imported too. However, in case you need to create these pages manually, you can follow steps below:
Step 1: Go to WooCommerce > Status > Tools
Step 2: Find Create Default WooCommerce Pages
Step 3: Click Create Pages
To create products, you navigate to Products > Add New
Refer to WooCommerce documentation for more detail instructions.