Switch to a folder where you wish to store your sites configuration files,Execute the following command to create a new Jekyll blog (change myblog to the name you wish the site to be)

Command

jekyll new myblog

D:\myblog>jekyll new myblog
Running bundle install in D:/myblog/myblog...
  Bundler: Fetching gem metadata from https://rubygems.org/..........
  Bundler: Resolving dependencies....
  Bundler: Using public_suffix 4.0.6
  Bundler: Using addressable 2.7.0
  Bundler: Using bundler 2.2.16
  Bundler: Using colorator 1.1.0
  Bundler: Using concurrent-ruby 1.1.8
  Bundler: Using eventmachine 1.2.7 (x64-mingw32)
  Bundler: Using http_parser.rb 0.6.0
  Bundler: Using em-websocket 0.5.2
  Bundler: Using ffi 1.15.0 (x64-mingw32)
  Bundler: Using forwardable-extended 2.6.0
  Bundler: Using i18n 1.8.10
  Bundler: Using sassc 2.4.0 (x64-mingw32)
  Bundler: Using jekyll-sass-converter 2.1.0
  Bundler: Using rb-fsevent 0.10.4
  Bundler: Using rb-inotify 0.10.1
  Bundler: Using listen 3.5.1
  Bundler: Using jekyll-watch 2.2.1
  Bundler: Fetching rexml 3.2.5
  Bundler: Installing rexml 3.2.5
  Bundler: Using kramdown 2.3.1
  Bundler: Using kramdown-parser-gfm 1.1.0
  Bundler: Using liquid 4.0.3
  Bundler: Using mercenary 0.4.0
  Bundler: Using pathutil 0.16.2
  Bundler: Using rouge 3.26.0
  Bundler: Using safe_yaml 1.0.5
  Bundler: Using unicode-display_width 1.7.0
  Bundler: Using terminal-table 2.0.0
  Bundler: Using jekyll 4.2.0
  Bundler: Fetching jekyll-feed 0.15.1
  Bundler: Installing jekyll-feed 0.15.1
  Bundler: Fetching jekyll-seo-tag 2.7.1
  Bundler: Installing jekyll-seo-tag 2.7.1
  Bundler: Fetching minima 2.5.1
  Bundler: Installing minima 2.5.1
  Bundler: Fetching thread_safe 0.3.6
  Bundler: Installing thread_safe 0.3.6
  Bundler: Fetching tzinfo 1.2.9
  Bundler: Installing tzinfo 1.2.9
  Bundler: Fetching tzinfo-data 1.2021.1
  Bundler: Installing tzinfo-data 1.2021.1
  Bundler: Fetching wdm 0.1.1
  Bundler: Installing wdm 0.1.1 with native extensions
  Bundler: Bundle complete! 6 Gemfile dependencies, 35 gems now installed.
  Bundler: Use `bundle info [gemname]` to see where a bundled gem is installed.
New jekyll site installed in D:/myblog/myblog.

Check out the Jekyll docs for more info on how to get the most out of Jekyll. File all bugs/feature requests at Jekyll’s GitHub repo. If you have questions, you can ask them on Jekyll Talk.