But did you even follow the guide? You need to first create storage location and external location.

To create storage location you just need to replicate steps mentioned below:

Create a storage credential for connecting to Azure Data Lake Storage - Azure Databricks | Microsoft...

Then create external location using storage credentials created at above step. Again, use below guide to create external location:

Create an external location to connect cloud storage to Azure Databricks - Azure Databricks | Micros...

Once you will have both storage credentials and external location then you should be able to create Unity Catalog with managed location without issues.