To create a new Conda environment, open a new Anaconda Prompt (_Anaconda Prompt_ in the search bar) and type in the following command:
```conda create -n ml-agents python=3.6```
```
conda create -n ml-agents python=3.6
```
You may be asked to install new packages. Type `y` and press enter _(make sure you are connected to the internet)_. You will need to install these packages. This command will create a new Conda environment called ml-agents using Python version 3.6.