How do I create a mesh collider?

I’m going through the car tutorial and have come to the part where it says “Go to the Component/Physics Menu and click the MeshCollider to add one to the game object,” but the program is just literally not letting me do this, why might this be?

don’t you forget to select an object before adding component?

So what’s the deal with Unity mesh colliders then? Does it literally use the imported mesh as the collider too? I only ask because in most engines the collision mesh is a simpler mesh so this really confuses me