Database.insertImmediate() method can be used to create External Object record synchronously using Apex.
Sample Code:
Test__x objTest = new Test__x();
objTest.PK__c = '3';
objTest.SK__c = 'Test3';
objTest.Name__c = 'Test3';
Database.SaveResult objSR = Database.insertImmediate(
objTest
);
System.debug( 'Created successfully? ' + objSR.isSuccess() );
Output: