At the bottom of the main competitions page, there's now a box that says:

Challenge Three Greek Myths!
Run the example competition - a private challenge against Athena, Odysseus and Icarus. 
Start the competition →

Clicking on the link therein will start a competition between you and Athena, Odysseus and Icarus.

Competitions are a vital part of Workplace Walks - and one of the easiest ways to learn them is to just start one. With an example competition set up, this should help walkers get a feel for how competitions work.