here is some sample ruby code that you would use in a measure to create a sensor, an actuator and a program:

Sensor

Create an output variable for OATdb

output_var = "Site Outdoor Air Drybulb Temperature"
output_var_oat = OpenStudio::Model::OutputVariable.new(output_var, model)

Create a sensor to sense the outdoor air temperature

oat_sensor = OpenStudio::Model::EnergyManagementSystemSensor.new(model, output_var_oat)
oat_sensor_name = "OATdb Sensor"
oat_sensor.setName(oat_sensor_name)

Actuator

create a fan

always_on = model.alwaysOnDiscreteSchedule
fan = OpenStudio::Model::FanConstantVolume.new(model,always_on)

Create an actuator to set the fan pressure rise

fan_press = "Fan Pressure Rise"
fan_actuator = OpenStudio::Model::EnergyManagementSystemActuator.new(fan, "fan", fan_press)
fan_actuator.setName("#{fan.name} Press Actuator")

Programs

Create a program all at once

fan_program_1 = OpenStudio::Model::EnergyManagementSystemProgram.new(model)
fan_program_1.setName("#{fan.name} Pressure Rise Program by Line")
fan_program_1_body = <<-EMS
  SET mult = #{oat_sensor.handle} / 15.0 !- This is nonsense
  SET #{fan_actuator.handle} = 250 * mult !- More nonsense
EMS
fan_program_1.setBody(fan_program_1_body)

Create a second program line by line

fan_program_2 = OpenStudio::Model::EnergyManagementSystemProgram.new(model)
fan_program_2.setName("#{fan.name} Pressure Rise Program by Line")
fan_program_2.addLine("SET mult = #{oat_sensor.handle} / 15.0 !- This is nonsense")
fan_program_2.addLine("SET #{fan_actuator.handle} = 250 * mult !- More nonsense")

Create a third program from vector of lines

fan_program_3 = OpenStudio::Model::EnergyManagementSystemProgram.new(model)
fan_program_3.setName("#{fan.name} Pressure Rise Program by Vector of Lines")
fan_program_3_lines = []
fan_program_3_lines << "SET mult = #{oat_sensor.handle} / 15.0 !- This is nonsense"
fan_program_3_lines << "SET #{fan_actuator.handle} = 250 * mult !- More nonsense"
fan_program_3.setLines(fan_program_3_lines)

You need to use the API, yes. There's no way to do this in the OS App currently.

And you can create such schedules in OpenStudio (using the API):

sch_constant = OpenStudio::Model::ScheduleConstant.new(model)
sch_compact = OpenStudio::Model::ScheduleCompact.new(model)

The EMS is a bit weird to work with, but the SDK documentation should help, for example here is it for EMS:Sensor.