Go to "File < New" and pick the settings of your new map. Use the terrain pallette to make the terrain look however you want it to. Place start locations and units for whatever players you want in the map. Go to "Scenario" at the top and change whatever you want. Go to "Player < Settings" at the top and you can change that stuff as well. "Scenario < Triggers" is how you make things happen.
To change the layer you're editing on your map (Terrain, Doodads, Units, Locations, Fog of War) go to "Layer" at the top and select one, or simply use the drop-down layer box at the top.
My suggestion starting out would be to not only experiment with everything a lot until you understand it, but also to open other UMS maps you've downloaded and look through all the settings and triggers to further understand how it works and how it was done.
If you have any other questions, just ask.