Can we create energy by ourself?

You actually created energy just typing that question!

It depends on what you mean by 'create.' Do you mean NEW energy that you didn't just convert from matter? This is still a very complicated question in the world of physics. Try this:
http://math.ucr.edu/home/baez/physic...energy_gr.html

You can convert energy not create it. Physics law, energy can neither be created nor be destroyed. It can be converted into one form to another. Total amount of energy in the universe is constant. You can find new source of energy or draw energy from a conventional source with new methods.