Yes, We can create source/target if dataobjects doesn’t exist in selected database. Below are the steps to create source/target.

• Create data flow and save.
  

  

• Drag source/target. If no dataobjects exist for respective database, in popup have an option to import dataobject for that database
  

  

• Select dataobject in import dataobjects list popup
  

  

• After selection click on “Import” it will create dataobject in background and also it creates source/target and when click on save button design and imported dataobjects also will save.
• If you trying to again import any other dataobject for source/target you must need to save before doing it.