It seems that http://localhost:58248/ is URL of your MVC app - yes, there is no Admin page and this is correct. MVS is only a front end for whatever you have in Kentico.
You have to install Kentico CMS first. This will provide you with Admin interface. There you should create new site using MVC Blank Template. At this point you'll get database along with appropriate structure, and backend (Admin) for your application.
Only after this you are good to start building your MVC application. Make sure to connect it to Kentico database.
Hope this helps.