NEW EMAIL ACCOUNT

See the article Add an email account to Mail on your Mac - Apple Support

In the article there is a screen shot to select choose a mail account provider , in your Mac check mark on iCloud again click on continue , after that the pop up appears .

Click on create apple id , it will prompt to add date / month / year of secondary authentication account that is initially created with some third party mail services like gmail , yahoo .....click on drop down arrows of date / month / year and then select correct credentials , click on next .

The date of birth in Mac OS catalina is visible open system preferences> Apple ID > click on password and security section .

Next window appears fill up first and last name again click on get a free iCloud email address .

If you had already a different web mail address say example2@gmail.com enter its credentials and click on next and in upcoming steps click on done .

If you don't want to use get a free iCloud email address again click on it , it will show use an existing mail address ( it depends which option you like to use ) , the iCloud mail address is created and you can add in Mac system preferences > internet accounts Add an internet account - Apple Support