Follow the steps below to Create Epic, Story, and Task In JIRA:

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To Create an Epic:
Click On ‘+’ Sign (Left side) > Change the Issue Type to Epic > Add Details (Name, Summary, and Description) > Click on the ‘Create’ button.
To Apply Epics to a Story:
Select any Story from Backlog > Click on Show More (in the bottom of the right sidebar) > Click on Epic Link > Select an Epic (from Dropdown List).
To Create Story/Task:
Click on ‘+’ Sign (Left side) > Change the Issue Type to Story > Add Details (Name, Summary, and Description) > Click on ‘Create’ button.
To Create a Subtask of a Story:
Go to a Story > Click on Create Subtask Icon > Name the Sub Task > Click on the ‘Create’ button.
To Create a Task:
Click on ‘+’ Sign (Left side) > Change the Issue Type to Task > Add Details (Name, Summary, and Description) > Click on ‘Create’ button.