The pricing page says the Free edition has "Customizable workflows".
Yet after creating a site and signing in I see no mention of workflows in the UI.
Where is it?
They are admin objects, you create them under Admin -> Issues -> workflows.
Most of us do not do that though, we create (classic or company managed) projects, which generate a workflow to get you started with, and then dive into editing that.
adding to what Nic said please also find here documentation about the workflows in Jira.
Please be noted that there are differences on how workflows work in "team-managed projects" in opposite to "company-managed projects".
When being new to Jira those terms may look overwhelming when having to learn a lot from scratch so please take your time and also familiarize with those terms.
This page gives a good introduction and highlights the differences:
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