It's under Scenario. 1 of the first 5 options (it doesn't matter which option you choose, you'll get a screen where you can change tabs to the other options).
This is a very easy question, so please check out the entire World Editor for all it's possibilities before asking questions.
Same when you're going to work with triggers (which you will). Make a test map and make all possible Events, Conditions and Actions, so you know the possibilities, and then you're able to make triggers to what your imagination creates for you.