Which module? Knowing that would help. For beginning characters, I would look at the final villain to be around 10-12 dice. Opening villains at around 6-8 dice. Convert henchmen to around 5 die villains if they are leading squads in a scene. As for brutes, open with the same number in the early scenes and scale up of they are not at least impeding things a little. And for the record, I would seriously consider using the Freiburg campaign in some way down the line, I think it would work well in this system.

For a major end-of-the-adventure Villain against a group of freshly-created PCs, you'll probably want to put them at about Rank 10 total, with the Strength and Influence varying on how much of a threat in a straight-up fight they're meant to be; just remember that while a Villain might have Influence, they don't necessarily have to spend it and you can just have it there to give the Villain more dice to roll during the big Action Sequence.

You could go a bit above that by making use of Advantages such as Fencer or Boxer, but also bear in mind that you'll also have the option to spend Danger Points to give the Villain extra dice on their Risks, to say nothing of the two bonus dice they'd get from Hero that's carrying two or more Dramatic Wounds.  If you suspect the party is going to just dog-pile on the Villain, you can give them a combination of a high Strength (more wounds needed to score a Dramatic Wound) and/or the Hard to Kill Advantage, which lets the Villain take an extra Dramatic Wound before they drop.

Just the simple fact of giving a Villian access to a Duelist Style is going to make them a very powerful combatant, with a defensive style like Mirelli, Valroux or Torres ensuring the Villian has more longevity while offensive styles like Aldana, Leegstra, and Drexel means they're going to be able to inflict a lot of hurt on a Hero in short order.  So unless you want to put the fear of Theus into the party, you'll probably not want to go too crazy on the Villain's Strength if these are newish PCs with barely any completed Stories under their belt; probably best not to go above Strength 6.  Then again, if your entire party is comprised of Heroes with either the Duelist Acadey or Student of Combat Advantages, then you'll probaboy want to ramp up both the Strength and Rank of your Villain so that they're rolling plenty of dice so that they can have a chance to do stuff before they get dog-piled by the PCs.

It also depends on if the Villian has any Monstrous Qualities, as some of those are serious game-changers, namely Fear (which deducts dice from your PC's Risk Pools) or the Qualities that grant +5 dice to the Monster's Risks under certain circumstances.

There's not really any hard-and-fast rules when it comes to creating Villains other than trial-and-error.  Personally I think it's a little better to be a bit more cautious when crafting a Villain that's not meant to deliver a total party wipe, but different GMs have different views.