Can I create dynamically stages in a Jenkins pipeline?

Use the scripted syntax that allows more flexibility than the declarative syntax, even though the declarative is more documented and recommended.

For example stages can be created in a loop:

def tests = params.Tests.split(',')
for (int i = 0; i < tests.length; i++) {
    stage("Test ${tests[i]}") {
        sh '....'
    }
}