Is there a way to use command line to create/build projects? I didn't find any help in the docs and really want to use other editor

Just git clone --recursive https://github.com/Kode/Kha.git and follow the git instructions at https://github.com/Kode/Kha/wiki/Getting-Started
Running Kha/make will create project files for HaxeDevelop and IntelliJ in a build subdirectoy but you can of course just use any editor and run Kha/make manually to compile things.