There are a few different ways that you can create a retrospective in Jira. One way is to create a new issue and then select the "Retrospective" issue type. This will give you a template that you can fill out with information about your retrospective.
Another way to create a retrospective is to use the "Create from template" feature. To do this, go to the "Create Issue" screen and select the "Create from template" option. Then, choose the "Retrospective" template from the list of available templates. This will give you a pre-filled out retrospective template that you can then modify to fit your needs.
Once you have created your retrospective, you can then add it to a sprint. To do this, go to the "Sprint" tab and select the sprint that you want to add the retrospective to. Then, click the "Add issues" button and select the retrospective that you created. This will add the retrospective to the sprint so that you can track it and work on it during the sprint.