It is slightly different on Meraki. On Cisco, yes you had to create. On Meraki, if you go to any switch port and assign it a VLAN that doesn't exist anywhere (routable etc.). Say for example you just create say VLAN 555 for fun.
Then that VLAN exists. so it in theory can no go over any trunk port. Of course if there is no SVI anywhere it won't go anywhere, but it works great for when you want to use a switch as a fiber to ethernet converter, or transient path for circuits etc.,