Suppose I have enough reputation to create new tag. Usually you can create tag by tagging your new question, but how to create the tag without asking a questions?
You can't just create a new tag, it has to be attached to a question. A tag with no questions doesn't exist anymore. In order for it to continue existing, there must always be at least one question tagged with it, or the system eventually destroys it.
If you don't want to ask a new question yourself, you can edit any other question (not particularly your own, either) to add your new tag. However, before you go creating a new tag, make sure we actually need this tag. If you are 100% certain this tag will benefit the community, then I highly suggest you find a pool of questions that fit the tag and retag all of them, rather than leaving it sitting with only 1 or 2 questions. If you're not sure a new tag should be created, ask about it here or ask some people in a relevant chat room.
Some of us here actively look through tags we haven't seen before and tend to untag questions under them if they are not useful to the community. They make for good unicorn feed.