Yeah, unfortunately you have to create the files you plan to use first. 
You will not be able to etch directly on champagne glasses, unless they are under 2 inches in diameter. And even if they are, it requires removing the tray and creating a jig to hold the glasses unmoving, and at the correct engraving height, so you might want to do some other little token for them for tonight.
It’s best to learn it by doing a couple of files and then reading through a few tutorials if you are new to designing files.
I’d suggest following the instructions here at the Glowforge site first, in the Learn By Doing section, then when you get ready to expand, there are more tutorials that will get you going pretty quickly. The second option shown there would make a nice little plaque.
There’s more discussion of the Trace function below, and other tutorials that give Tips on how to use the App when you get ready for it.