Update: I was able to find this line in bdep/init-options.cxx.
::bdep::cli::option o ("--config-create", a, false, dv);
So I tried --config-create on the command line, and it worked.
So the bug is in the (web served) documentation then.
https://build2.org/build2-toolchain/doc/build2-toolchain-intro.xhtml
Best regards,
Torbjørn