When creating your lesson, from the Content type, select Add Quiz.
To start, click on Add Question and type in the Question what you'd like to ask.
Select Add Answer, add a possible answer and select if the answer is correct.
Continue to add answers as needed.
Repeat this with however many questions you wish to include with your Quiz.
When you've completed adding all your Questions and Answers for your Quiz, press Save and Publish Lesson.