Let's observe the fact that Frankenstein is, of course, a novel, a work of fiction. As such, it's creator, Mary Shelley, was as free to conjure fictional worlds as her antagonist was to ponder the nature of its creator, Victor Frankenstein. In short, that the creature demanded of its creator that he build a female companion for itself in exchange for disappearing into the vast jungles of South America thousands of miles away is but a plot device the author employed for narrative purposes. We shouldn't read too much into that detail. The creature makes this demand of Victor because that was the path Mary Shelley chose to take in extending her premise. The point of Shelley's novel, beyond its origins as a story to be shared between her husband and Lord Byron and herself, was to question the morality of pursuing an enterprise without full consideration of the consequences of one's action. Why an intelligent and capable being such as Victor's creation did not simply construct a female companion for itself, therefore, was hardly the point.
That said, the question has been posed and must be answered. What we know from Chapters 16 and 17 of Frankenstein is that the creature viewed Victor as its creator, as the sole being capable of duplicating what he, Victor, had succeeded in doing once earlier. The creature learned, as he tells Victor during their meeting in the mountains, "that you were my father, my creator; and to whom could I apply with more fitness than to him who had given me life?" The creature did not consider that it could replicate itself, and certainly not in the female form. A further passage, in which the creature describes the experience of being shot by a frightened villager, reads as follows:
"The ball had entered my shoulder, and I knew not whether it had remained there or passed through; at any rate I had no means of extracting it."
By claiming that it had no means of extracting the musket ball or bullet from its shoulder, the creature is revealing that it lacks the technological means necessary to perform a simple operation. If it can't perform such a simple operation, then how could it possibly build another creature? The creature is convinced that only Victor has the knowledge and the means (e.g., access to the laboratory facilities necessary for such a complex undertaking) necessary to construct a female companion. Note in the following passage the reaffirmation that only its creator can create again:
"At length I wandered towards these mountains, and have ranged through their immense recesses, consumed by a burning passion which you alone can gratify. . I am alone and miserable; man will not associate with me; but one as deformed and horrible as myself would not deny herself to me. My companion must be of the same species and have the same defects. This being you must create." [Emphasis added]
In the above passage, the creature emphasizes that there is only one being capable of creating a female version of itself, and that is the one who created it. The creature is intelligent and capable, but it is no god. Victor, in the eyes of the creature, is a failed god, but one that can be at least partially redeemed.