Creating LWC project using CLI

Step 1. Create a new Salesforce project with this command
sfdx force:project:create -n projectName

Step 2. Navigate to the directory with this command
cd projectName

Step 3. Authorize an org with this command
sfdx force:auth:web:login -s -a projectName

In this step, browser will open, you need to enter credentials to authorize your org with this project. You can close your browser after authorization.

You can use following command to open the org again.
sfdx force:org:open