To complete this step you will have to have configured a Google Analytics Variable first. If not done yet, here is an article to guide you
Once done, go to the "Tags" tab of Google Tag Manager.
In theory, if you have just created your GTM container, there should be no tag created.
Click on "New" then in "Tag Configuration”, choose "Google Analytics: Universal Analytics”.
Regarding the "Trigger", we want this tag to be triggered on all the pages of your site, so we choose "All pages”.
Rename your tag. In my case, I call it "GA - Page views".
Finally, you just have to publish the new version of your container by clicking on the "Submit" button at the top of your workspace: