In SharePoint 2016 you can create "Workflow Service Application" and the matching proxy by using Farm Configuration Wizard. As the wizard does more than just creating the service applications you want to create (creates default web application, default service account) it would be nice to create this service application by PowerShell.
There is a New-SPWorkflowServiceApplicationProxy but no "New-SPWorkflowServiceApplication".
In addition there is no "Workflow Service Application" on the "New" tab in "Manage Service Applications". So I see no way of creating it by gui.