Go to your Team project and choose “Build & Release” -> Builds -> New definition
Select the template Visual studio
Select your preferred repository (Workshop) and enable the Continuous Integration checkbox. Choose the hosted agent, this are publicly used agents with the most basic of components installed when u need something special to be installed on the server you need to take care of your own server and install a build agent.
Click Create and then save, the only thing u have to provide is a meaningful name.