You can create one by writing any GeoPandas dataframe to it:

    import geopandas as gpd
    from shapely.geometry import Point, LineString, MultiPolygon
    out_db = r"/home/bera/Desktop/gistest/fgdb.gdb"
    
    pnt = Point(1,1)
    line = LineString([pnt, Point(1,2)])
    polygon = MultiPolygon([pnt.buffer(distance=1)])
    
    for layername, geom in zip(["Pointfc", "Linefc", "Polygonfc"], [pnt, line, polygon]):
        df = gpd.GeoDataFrame(geometry=[geom], crs="EPSG:3006")
        df.to_file(filename=out_db, layer=layername, driver='OpenFileGDB')


[![enter image description here][1]][1]


  [1]: https://i.sstatic.net/8ScuE.png