See https://docs.mendix.com/apidocs-mxsdk/apidocs/ for reference.

Creating an object works as it works in java.

Clasname objectname = new Classname(); //something like this

But I agree, the apidocs may also help.

IMO the easiest way to do this is to call a microflow from java that created the object for you.

Alternatively you can use

Core.instantiate(getContext(), "MyFirstModule.Entity")

-Andrej