From your question we understand that you are facing an issue on the learning path:
Section: Azure Fundamentals: Describe Azure architecture and services
Module: Describe the core architectural components of Azure
Unit: Exercise - Create an Azure resource
Task 1: Create a virtual machine
As you have rightly said the resource 'Virtual Machine' can be created in the Azure portal without going into the 'Compute' blade.
But there is another way to access this. Go to Compute > Select 'See more in All Services'(image 1) > You can find the service ‘Virtual Machine’(image 2) :
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