Well the tutorial (Tutorial 1) says:
"Now let's improve our code by taking the workers' behavior out into a separate module. Create a module called role.harvester with the help of the Modules section on the left of the script editor and define a run function inside the module.exports object, containing the creep behavior."
And in the mentioned module section/list (which is headed by the title "MODULES"), there is a text box that says "New module name...", where you can type the module name and press enter, and you have your new module.
So I wonder, at which point did the tutorial lose you?