Hi Mahdi Djenadi,
Please do some google searches & also follow as suggested by Sriram. In case your New button is disabled in your organisation Laptop, you can check with your Admin guys to enable it for you.
May I know if this SAP-GUI install is in your organisation or your personal local Laptop
You can search in Google to find the so many links about the SAPGUI configuration details
refer the once of the link - https://erproof.com/basis/free-training/sap-logon-configuration/