Hello Marcio,
sorry for not having replied earlier but I didn't check these forums in the last months since I was working with other tools and only now I am taking 3DGS again (yeah, it's the best I have been working with! ;-) ).
I think you have to define all your entities/models at the beginning and can't "create" one during the game, nonetheless there should be no problem in keeping a car "hidden" somewhere and then display it when needed giving the impression it was newly created from nowhere.
All best,
Roberto