By default, you work on one district at a time. Clicking adds tiles to the current district until the current district is full, then clicking will create a new district. District size is determined per round, described at the top as eg. "draw 5 districts of 4 populated tiles".
You can also click a square in the "Districts" section of the header to switch to a different district, including an empty one to create a new one.
You can also click a square in the "Districts" section of the header to switch to a different district, including an empty one to create a new one.