There are 4 ways you can create a New Sequence in Adobe Premiere Pro 2020
1. Click Ctrl + N From Keyboard, it will show you Available Presets you can choose any also you can modify the sequence from the Settings as shown below.
2. Click on File -> New -> Sequence... It will redirect you to the same Sequence Settings Option as shown above.
3. Click on New Item Icon -> Sequence... located at the bottom of the Media Library, and it will redirect you to the same Sequence Settings.