Can jmeter create requests using wsdl as soapui?
When you open wsdl in soapui it create all the request available
Do I have such/similar option to do it using jmeter?
Itself JMeter cannot, however you can record SoapUI execution through JMeter's HTTP(S) Test Script Recorder.
SoapUI proxy configuration lives under File -> Preferences -> Proxy Settings
Another option is using Taurus tool to convert SoapUI XML project into JMeter .jmx test script, see SoapUI Support and How to Convert SoapUI xml to JMeter jmx articles for more details.