According to the manual, you should see it in the main menu of the game :)

edit: from the manual:

Starting a game

Once you have started the game you are presented with the start game screen.
Change Player
Since this is your first time playing the game you must define your player. If at
some point in the game you decide to rename or delete an existing player that
can also be done in this section.

Tutorial
After you have set your player you can start the Tutorial to get familiar with the
game. The tutorial will teach you how to successfully use the game’s features
and controls to lead your tribe to power .

Adventure
This is the adventure of one Gallic hero who must lead the Gauls through this
epic tale in which you must defeat the Teuton and Roman forces and save the
Gaul nation.

Single player
Single player mode implies there can be only one single human participant in
the game. By clicking on the button left of the player’s name the player can
define the number of computer opponents (seven at the most), their race, bonus
and difficulty .

Multiplayer
Multiplayer mode allows up to eight players (human, computer or both) to
participate in one game. However, in this mode only the person hosting the
game has the power to set the game settings. The remaining participants can
only define their color, race, bonus and team upon joining.
Once everything is set and every human participant has checked the “I’m
ready” box the person hosting can start the game.

Load Game
Allows you to load saved games and custom made maps and scenarios.

Editor
Alternatively, if you are already familiar with the game and wish to create your
own adventures and maps you can get creative using the Game Editor. See Level
Editor section for more details.


Hope that helps :)