Creating an MSMQ queue administratively through the Windows Control Panel

To create a message queue

1. In the Control Panel, double-click Administrative Tools, and then double-click Computer Management.
2. Expand Services and Applications, and then expand Message Queuing. ...
3. Right-click Private Queues, and then click New.
4. Enter a name for the private queue, and then click OK.

See the link here on MSDN.