PHP exposes a number of so-called global variables which contain information about the HTTP request, such as $_POST, $_GET, $_FILES, $_SESSION, etc. The Request class contains a static createFromGlobals() method in order to instantiate a request object based on these variables:
use Symfony\Component\HttpFoundation\Request;
$request = Request::createFromGlobals();
When using the Symfony framework, you should not instantiate the request object yourself. Instead, you should use the object that is instantiated when the framework is bootstrapped in app.php / app_dev.php. For instance by type hinting the request object in your controller.