You can’t create new datatypes via workflows, no.
But, if you’re making forms for which you need to let user’s create custom fields (like many CRMs do), you can create a datatype of ‘Custom Field’, with fields such as: Custom_Field_Name, Custom_Field_Type, and various fields for Custom_Field_Value (of different types)…
Then you can use that datatype directly in your forms or wherever you need them.