It's a three-step process
1. After creating your plan, click on Tools | Tracking | Save baseline ... This will, rather obviously, create the baseline (the originally determined dates, work, etc.) for your project.
2. As you go along, you need to record actual work. You'll do this in View | Task Usage (if you want to proceed task by task) or View | Resouce Usage (if you want to proceed resource by resource).
3. To see how you are doing by comparing your actuals against the original baseline, View | Tracking Gantt.