While all video games could be considered creative, as you are interacting to create the experience. Creative games focus on this aspect of play. You can make something new that remains in the game world, like a picture, character, arrangement of houses, landscape or even how nations are situated on the map.
Some Creative games let you make your own levels, characters, objects or even entire playable games to share with other players. When these creations are shared online they are called "User Generated Content". This content falls outside the PEGI/ESRB ratings and is worth noting for younger players.
Creative games come in many forms. Perhaps you can create your own Platform or Puzzle levels. Or you could craft something new in an Open World. There are Racing games where you can design cars and circuits. There are Adventure games that involve drawing and sculpting to progress.