Before starting work create an Assistant (If no assistant available). Currently there are 2 types of assistant you can create
1. Code Interpreter for normal question & answer.
2. File Search for analyze content of a file.

After creating assistant create a Thread. Once thread creation done, now you can see several option like Messages in this thread, Run a thread etc in List

Before creating a thread please create File then Vector first. Then file_ids & vector_store_ids will be available in thread creation page

Please use this link File for file creation.

1. Create a File or Vector Store first.

2. Create a Thread using file/vector store created above.

3. Now Run the thread & check Message list in the corresponding thread