If you are trying to make charcoal in New World, you will need to start with the first step, which is to get wood. To get wood, however, you will first need to grab yourself an axe - if you don't have one, you can craft yourself one under tools.
Once you got an axe, you can get wood at any of the trees in the game, just run up and hit the interaction key on the tree to gather wood. However, you may need a certain logging skill if you can't gather wood at the tree you are at.
Because of this, we recommend just farming wood in the starting areas and build your logging skill up that way. That said, when you got the wood in your inventory, you can then turn it into charcoal by visiting the nearest settlement.
Related: How to craft in New World
At a settlement, you will be able to turn wood into charcoal by throwing it inside a smelter station that is tier 2+. Doing so will also create one charcoal per three pieces of wood in a stack.
After your charcoal finishes crafting, you will be able to use the charcoal to produce gunpowder, which is a requirement to make bullets in New World.