How do I create a iCloud email address

You can use a gmail (or any third party email) address to create an AppleID. That AppleID is the login ID you’ll use with all Apple online services (iCloud, iMessage, FaceTime, the App Store, etc).

You can use your gmail AppleID to make an iCloud email address by simply using that AppleID to sign into iCloud (the first time doing so thus creating an iCloud account). When you do that, the gmail email address and the iCloud email address you create will be synonymous login IDs to the same single AppleID.

However, your gmail address AppleID will work just fine for all Apple online services. You only need an iCloud email address if you wish to use iCloud email as one of your email services. You don’t need an iCloud email address to use any Apple device with any Apple online service. You only need an AppleID (which can be made using any email address you have, such as your gmail address).

Refer to -> Apple ID - Official Apple Support

This explains how to create an iCloud email address, Create a primary email address for iCloud Mail - Apple Support but why do you think that you need one now on the phone?