I know it can be confuse, but they meant “create childs of custom objects”. Custom Objects are an entirely separated (and hidden) area in the engine that allows you to make your own object type (I wont go further in details), but currently you cannot create childs of custom objects anywhere other than the lifetime cycle function OnCreated, and that really stops us from creating advanced mechanics within our objects, for example:
In my own experience creating a Context Menu object type, it was one of the hardest things I did in this engine, because I had to create a method that dinamically creates every child of the context menu in one take using the While event-type, since GDevelop unables you from creating the childs anywhere else other than OnCreated.
I don’t know the reasons why they decide to make some things like that, everyday I have to find a workaround on “features” that are coded in the engine, whereas I can do nothing other than suggesting it to change, AND/or try every possible alternative until I can get my way towards what I initially intended to do.