How in the world I can create a React application??

https://www.tutorialspoint.com/reactjs/index.htm has the basic steps in creating a basic react application.

Also have patience to read this article entirely that gives an overall picture of moving parts used in react application setup: https://www.twilio.com/blog/2015/08/setting-up-react-for-es6-with-webpack-and-babel-2.html. See an excerpt from this web site below:

And following is my explanation:

Golden words: "Babel transforms ES2015 and JSX into boring old JavaScript"