You can use Projects to simply house a list of Tasks that you need to do. For example, I have one Project called “Work” and another called “Personal.” I throw all my junk into either of these bins.
..but it doesn't seem to explain HOW to set them up.
It's very simple. For a structured project, just be sure to complete the tasks in the order of the list. For an unstructured project, you can pick any task at any time.