How to create queue in service bus in azure by application

Have a look at the ServiceBusAdministrationClient and its CreateQueueAsync method.

Creates a new queue in the service namespace with the given name.

var administrationClient = new ServiceBusAdministrationClient("ServiceBusConnectionString");
await administrationClient.CreateQueueAsync(queueName);

Make sure the connection string has manage rights.

Updated to target the current generation of packages thanks to Jesse Squire's comment below