You switch and create branches in the same place in GitHub for Windows. In the repository view, look for the branch drop-down in the top left corner (it has the current branch name set as its label.)

Switch branch

Select a branch in the list to switch to that branch and update your working directory, or simply type in the name of a new branch and press Enter to create it.

New branches will be based on your current branch, so when you want to create a new feature branch based on master, make sure you're on master, and in sync.