The critical path is calculated by MS Project and not “set” by you. The critical path through the project schedule is the Longest sequence of activities in a project plan which must be completed on time for the project to complete on the due date. Tasks on the critical path typically have 0 total slack, meaning there’s no gaps in the work between the tasks on the critical path. With that said, you need to define your schedule completely before you can really examine what MS Project sees as the critical path. Meaning, all the tasks have been created, all the resources defines, resources assigned to every task, hours estimates assigned to every resource/task assignment, dependencies defined so that every task has at least one predecessor/successor (except first/last task in schedule), and any constraints must also be added.
Once the schedule is defined at that level, MS Project will show you the critical path in a Gantt view (check the Critical Path option in the ribbon) or you can filter the task based on the Total Slack field to show any tasks with 0 (or less) slack.