You can create an ABAP function module that does not exist yet, based on the CALL FUNCTION statement.
Example
The function module NEW_FUNCTION_MODULE is called in an ABAP class as follows:
CALL FUNCTION 'NEW_FUNCTION_MODULE'.
If the function module does not exist yet, you can create it using a quick fix.
The creation wizard is opened. Here you enter the data for creating the missing function module.