How to make an Apple ID with an iCloud.com email address?

The way to do that in one step is when setting up a new device in the iOS, iPadOS or MacOS setup menus.

But anyone with a valid email address can make an AppleID -> https://appleid.apple.com/. Once made and confirmed, anyone with an AppleID can make an iCloud account at https://www.iCloud.com by signing their AppleID into iCloud and following the steps to make the iCloud account and email address.

Afterwards, that third party email address and the new iCloud email address will be synonymous login IDs to the same AppleID and the same iCloud account.

So if you have an AppleID, as you must have since you’ve signed in here to the community forums, just sign into iCloud with that AppleID and make an iCloud account with an iCloud email.