Go to People then Roles in the admin interface. Click Add role, give it a name, and save. Then go to the Permissions page and check the boxes for each permission you want that role to have.
Roles can also be created through configuration YAML files and imported as part of a site’s config. This is the best approach for sites using proper config management, because it keeps roles in version control alongside the rest of your configuration.
Think carefully about which permissions each role needs. Grant the minimum required for people to do their jobs. Overly permissive roles are a common security risk. Common roles beyond the built in anonymous, authenticated, and administrator include editor, author, and site manager. Each should have a clearly defined purpose and a tightly scoped set of permissions.