Yes, you can create controls at runtime in web apps. No need for web containers.
Check out this webinar that Paul did which covers creating controls at runtime.
NOTE: there is a bug I found (https://xojo.com/issue/26549)>]<https://xojo.com/issue/26549> whereby creating web controls at runtime on Web Dialogs doesn’t work properlu. Basically the left position of the created control is placed relative to the lefthand side of the browser window rather than the lefthand side of the web dialog. There is a project attached to the feedback case which demos this bug.