You create an IExtension objects by calling the IExtensions.Add method, as in the following example, where objExtension is the name you give to the IExtension object:
Option Explicit
On Error Resume Next
Dim objSearchAdmin, objBuildServer, objCatalogs, objCatalog, objExtensions, objExtension
Set objSearchAdmin = CreateObject("Search.SearchAdmin.1")
Set objBuildServer = objSearchAdmin.BuildServer
Set objCatalogs = objBuildServer.BuildCatalogs
Set objCatalog = objCatalogs("KMSampleCatalog1")
Set objExtensions = objCatalog.objExtensions
Set objExtension = objExtensions.Add("TMP")
...
'Release objects
Set objExtension = Nothing
Set objExtensions = Nothing
Set objCatalog = Nothing
Set objCatalogs = Nothing
Set objBuildServer = Nothing
Set objSearchAdmin = Nothing