I bought a new MacBook Pro...
If you bought the 13-inch Mac M1 with the Apple Silicon processor, your cannot install Windows at this time. Boot Camp is not supported on the M1 and the third-party solutions have not found a way to do not either. Your new Mac must have an Intel processor to do Boot Camp or the third-party methods,
Install Windows 10 on your Mac with Boot Camp Assistant - Apple Support
If you are not sure what processor you have, you can find that by doing "About this Mac..." from your Apple menu:
For an M1 Mac, it is under "Chip":
Otherwise is should show "Intel."