What would be good is to at least install 4.0 GA since that has been out for over a month now.
And it is indeed not possible to create a new process project (yet). Look at the examples on how to e.g. use maven pom files for jBPM projects. That is all that is needed.
There is also no need to use a specific 'Process project'. Just define the jBPM User Library as per http://docs.jboss.com/jbpm/v4.0/userguide/html_single/#definejbpmuserlibraries. Add this library to a new Java project and you are all set.