To assign your community to, go to 'Communities'.
Then, create your first community and click 'Edit' button.
Scroll down to 'Community For' > 'Site' or 'Course/Bundle Plans'
'Site' Community is open to everybody on the site who has registered, not to the general public. These individuals have registered on your site to receive emails from you. They could be leads who have signed up on the site or students.
On the other hand, 'Course/Bundle Plans' allow you to select which courses or price plans you want this community to be assigned to.
It's important to note that you can also add a community to multiple courses on your site. If you have more than one course, you can add this community to both of those courses, just a single course, or even to a specific pricing plan within that course.
Also, watch the video on 'Where is Your Community Assigned To'