Creating a budget using your data in QuickBooks Self-Employed is not yet possible, ALSWilcox. The Budgeting feature is only available in QuickBooks Online Plus, Advanced, and Accountant plans.
You can upgrade from QuickBooks Self-Employed to QuickBooks Online. Just select one of the plans I mentioned for upgrading to, and follow the on-screen instructions. Here's the article for additional reference: Switch from QuickBooks Self-Employed to QuickBooks Online.
Once the upgrade is successful, you can create the budget report using your data.
Let us know if you have additional questions or require further assistance.