Once you set out into the world, you can set up a claim. To do so, you will need your golden shovel Claim Tool (you can get one in /kits or you can craft one using /recipebook claim).
With the claim tool in your hand, the ground will light up to show you the chunks. If the outline is white, this chunk is available to claim. Right click the highlighted area to purchase your claim. The first 5 chunks are free. After that, you will need pokecoins to purchase more.
Please remember: you are not allowed to claim lock others. When selecting a claim, make sure you are at least 15 chunks away from another claim.