The integration between Jira Cloud and Slack does not allow you to create a new Jira issue directly from Slack.
You can, however, attach a Slack message to an existing Jira issue. Take a look at this Slack documentation article to see what you can do with the existing Jira - Slack integration:
Hi All! We’re excited to share the launch of an announcement banner that lets Jira site administrators communicate directly to their users across their Jira Cloud instance. ...
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