In Mendix studio Pro this functionality is not available in the domain model. Generating Entities usually has to be done manually unless they are generated using a REST/Web service.
You can however do this with the Platform SDK as the documentation in the links below speaks:
“Write” to your app model (for example, create a new entity in your domain model, add an activity to an existing microflow, even generate a whole new Mendix app based on a legacy code base)
This does require the necessary TypeScript & JavaScript knowledge, by the way.
Here is documentation that can help you with this:
https://docs.mendix.com/apidocs-mxsdk/mxsdk/sdk-intro