This is File -> New Project... -> New Hello World Project. The New Project button in hardware engineering tools often don't have the trailing 3 dots.

I think most low-end projects done in KiCad are not tested beyond making sure there's no red squiggly underlines at a glance. You are your own F5 key and assembler/runtime crash reporter. Proper circuit verification through software simulation isn't needed for most digital designs unless you do your own wireless antenna, analog amps, and/or DRAM/PCIe/GbE/etc.