1. Create a new Page and give it a title eg. Blog or News or whatever you like.
2. Publish that page without any content or other changes.
3. Settings > Reading, where you can set your Blog page, select your newly created page.
WP / GP will automatically create your blog for you.
4. If you want, add your newly made blog page to your Menu.
Once thats done and working. You can:
1. Enable the Blog Module in Appearance > GeneratePress.
2. Customizer > Layout > Blog -> Enable the Columns and set the number of columns you want.
If you want to restyle the posts on your blog page let me know.