Only those files supported by TestComplete can be created. All other arbitrary files need to be added.
Just as I can do in VS Code. Right click on any project location => new folder => enter the folder name => right click on the new folder => new File => Enter the name and extension.
That's how I would create a new JSON file in VS Code. I don't need to perform any action outside the text editor. What I see is that with TestComplete, I need to create the file using either another IDE, text editor, or Windows Explorer, and then I can add it from TestComplete.
VS Code is an integrated development environment application, which TestComplete is not. Plus they are two different products, having different features.
Similar, Windows Notepad is not a full blown text editor like Notepad++ or TextPad.
