From the main menu, select the 2K Central tab, and then select 2K Towers.
If you are not going to attempt the Million Dollar Dominance achievement to defeat the Million Dollar tower, then I recommend trying a much easier tower. I chose the "No Way" tower, which had a picture of No Way Jose on it. You only fight five people on easy difficulty in it. For that tower, you can play as anyone you like so I'd recommend a high overall superstar like AJ Styles, Brock Lesner, John Cena, or Roman Reigns. The tower is very easy so you shouldn't worry too much.
If you are going to try the Million Doller tower, than don't bother with the "No Way" tower, because the Million Dollar Tower counts for this achievement.