The documentation (https://www.pulumi.com/docs/intro/concepts/secrets/) lead me to believe that

config.requireSecret('my-secret')

would create a non-existing secret automatically in the stack config, however if I do this I get a error that the configuration value is missing. Do I need to manually add a secret before using or is there a way to have them generated programattically when missing?

are you trying to use KMS?

Yeh as Brian said requireSecret means try to read from the stack config and error if it's missing. To set a secret use

pulumi config set --secret key value