Is there any ways to create new place by script and then teleport players to it?

You can open a private server and transfer a payload of Players using TeleportService's :ReserveServer() method. This takes in the argument of the PlaceId you wish to reserve. Ensure you're operating this from a ServerScript as this method can only be used on the Server.

local TeleportService = game:GetService("TeleportService")
local Reserve = TeleportService:ReserveServer(game.PlaceId)

The aforementioned function will return a unique access code that we will supply to another method of TeleportService called :TeleportToPrivateServer()—the only function we can use to transfer someone to a reserve. This function requires the identical PlaceId, as well as the ReserveCode and an array of Player Objects to teleport.

local TeleportService = game:GetService("TeleportService")
local Reserve = TeleportService:ReserveServer(game.PlaceId)

local Players = game:GetService("Players"):GetPlayers()

TeleportService:TeleportToPrivateServer(game.PlaceId, Reserve, Players)