If you can’t see Roadmap on your Project Home page under Create New, you either:
Don't have the required license. You need a Project Online Professional or Project Online Premium license to use Roadmap. Check your assigned licenses
Can ask your admin to turn it on. However, your admin might not be able to turn Roadmap on because:
Roadmap is not available yet for your organization.
Roadmap is not available yet for your region.
Your organization needs to migrate to Common Data Service for Apps.
Your admin can find out more in this article: Turn Roadmap on or off for your organization
Use Roadmap to create a collective view of your organization’s projects. You can connect to projects created in multiple tools, and highlight key dates so you can focus on important deliverables. When you're done, you can share your roadmap to collaborate with others.
What's Project Home?
Project Home is an easy access point for you to create projects and roadmaps, and to view the ones you've most recently worked on. To find it, sign in to Office 365, open the Apps menu, and select the Project icon.