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.

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.

SQL Server Express editions are limited in some ways - one way is that they don't have the SQL Agent that allows you to schedule jobs.

There are a few third-party extensions that provide that capability - check out e.g.:

• Express Agent for SQL Server Express: Jobs, Jobs, Jobs and Mail (latest update is from 2005, it isn't maintained anymore).
• SQL Scheduler

The functionality of creating SQL Agent Jobs is not available in SQL Server Express Edition. An alternative is to execute a batch file that executes a SQL script using Windows Task Scheduler.

In order to do this first create a batch file named sqljob.bat

sqlcmd -S servername -U username -P password -i <path of sqljob.sql>

Replace the servername, username, password and path with yours.

Then create the SQL Script file named sqljob.sql

USE [databasename]
--T-SQL commands go here
GO

Replace the [databasename] with your database name. The USE and GO is necessary when you write the SQL script.

sqlcmd is a command-line utility to execute SQL scripts. After creating these two files execute the batch file using Windows Task Scheduler.

NB: An almost same answer was posted for this question before. But I felt it was incomplete as it didn't specify about login information using sqlcmd.