Are you playing mobile or PC? (I am assuming PC).
If you are looking at the screen with the objectives, look to the left where it says "Play the game". Pick stroke play and then you can select a practice or ranked round, which golf course, 9- or 18-holes, and other options. Practice always helps.
If you want to play a specific hole, you can go the the menu on the main screen that says "WGT Community" an select "Golf Courses" and pick a course. Most will allow you to select a particular hole to play.
If that did not help - come back and ask further.