You need to gather some resources to begin.
Start by looking for an ore boulder or go mining. You'll need copper, iron, coal, and nickel.
All Oritech ores generate similar to normal ores in caves. Nickel Ore is found between Y 40 down to Y - 65. Platinum ore is rarely found between Y -2 and Y - 60 in the overworld, but is also abundant in the end dimension.
Gold, redstone, and a couple of diamonds will also be very useful soon, so make sure to collect them as well.