First make sure if you downloaded Odoo 14, that the tutorials also are of Odoo 14, because otherwise the answer is obvious.
Second make sure you have the same Edition as the tutorials, so if you downloaded it I assume you are on CE (community edition, free from day 1) meanwhile most of the tutorials and other odoo content are made with EE (enterprise edition, the web version has 15 day trial, but I can't say anything for the downloaded version).
To start a EE on the web you can just go to:
If you want to create odoo apps by programming tho I would go straight to CE from this link:
Hope that helps.