Open Frescobaldi into a blank document
Use the 'LilyPond > Setup New Score' dialogue
Set the title and composer (and any other field) on the 'Titles and Headers' tab
You need a two staves, so you go to 'Parts' then 'Keyboard' then 'Piano'
You need to label the intervals between the notes, so you choose 'Special' then 'Figured Bass' (we'll put it in the right spot later
You go to the 'Score settings' tab
since you've already played through this example, uncheck "Create MIDI output" and save processing time
your example is in F Major
You want only whole notes, with no barlines; choose a 4/4 time signature, since we'll change this later.
Press 'Try' to get a preview of the score setup - the notes are demonstrative and will not be there
If the setup looks like you want it, then press 'OK' to generate the template