Usually, when there's a project you're working on, you set it up as a project in Asana. But sometimes it can be better to set up projects as tasks. In this video, I share some advice on when to set up a project as a project and when to use tasks instead. There's no right or wrong answer but there are pros and cons to each method.
In general, I recommend starting a project (particularly if it's not too big) as a task and you can convert it into a project if you need to.