Have you tightened the crank arm bolts? You'll need either a 14mm or 9/16" socket.
If using SPD cleats, Recessed shoes will cause the rubber soles to rub the pedal axle and cause this noise. It’s best to take a thin layer off the bottom of the shoe. Other users just rubbed their shoe on the concrete and doing so will give the clearance needed and prevent the squeak noise. You can also spray the bottom of the pedal and SPD cleats with wet lube but the squeak will eventually return.
If using SPD cleat also ensure the rubber straps for the pedal cage is not hitting anything. Possibly remove the cage.
