SQL Server Express doesn’t include SQL Server Agent, so it’s not possible to just create SQL Agent jobs.

What you can do is:
You can create jobs “manually” by creating batch files and SQL script files, and running them via Windows Task Scheduler.
For example, you can backup your database with two files like this:

backup.bat:

sqlcmd -i backup.sql

backup.sql:

backup database TeamCity to disk = 'c:\backups\MyBackup.bak'

Just put both files into the same folder and exeute the batch file via Windows Task Scheduler.

The first file is just a Windows batch file which calls the sqlcmd utility and passes a SQL script file.
The SQL script file contains T-SQL. In my example, it’s just one line to backup a database, but you can put any T-SQL inside. For example, you could do some UPDATE queries instead.

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If the jobs you want to create are for backups, index maintenance or integrity checks, you could also use the excellent Maintenance Solution by Ola Hallengren.

It consists of a bunch of stored procedures (and SQL Agent jobs for non-Express editions of SQL Server), and in the FAQ there’s a section about how to run the jobs on SQL Server Express:

How do I get started with the SQL Server Maintenance Solution on SQL Server Express?

SQL Server Express has no SQL Server Agent. Therefore, the execution of the stored procedures must be scheduled by using cmd files and Windows Scheduled Tasks. Follow these steps.

SQL Server Express has no SQL Server Agent. Therefore, the execution
of the stored procedures must be scheduled by using cmd files and
Windows Scheduled Tasks. Follow these steps.

1. Download MaintenanceSolution.sql.

2. Execute MaintenanceSolution.sql. This script creates the stored procedures that you need.

3. Create cmd files to execute the stored procedures; for example:
   sqlcmd -E -S .\SQLEXPRESS -d master -Q “EXECUTE dbo.DatabaseBackup @Databases=”USER_DATABASES”, @Directory =
   N’C:\Backup’, @BackupType=”FULL”” -b -o C:\Log\DatabaseBackup.txt

4. In Windows Scheduled Tasks, create tasks to call the cmd files.

5. Schedule the tasks.

6. Start the tasks and verify that they are completing successfully.