I don't know if this is what you were asking, but yes you can create objects from stateflow classes.
As far as I know stateflow has many classes. For example, a stateflow state, a stateflow junction, stateflow function.
When you click to create a new state you are creating a new object of the state class. To do it programmatically you have to first get the handle of an stateflow object (this can be a whole stateflow chart or a stateflow chart for example).
To get this handle you can use the sfgco function - this function gets the handle of a stateflow object that is currently selected (in case none is selected, you get the handle to the stateflow chart object).
To create a new object of a class that has as parent a stateflow object that you have the handle you can use something like this:
Creating a new Stateflow state:
state = sfgco;
newState = Stateflow.State(state); %this creates a state inside the stateflow object selected by sfgco.
For more information look for the Stateflow API pdf file.