Yes create a custom device with the name of your not monitored host and push an event onto that custom device. it will open a problem within Dynatrace showing the custom device with the name of your host as the reason.
@Jose R. there are multiple methods to import data from 3rd party sources. One of these ways is via an API Token. See the attached image. You can access/generate these tokens by going into settings > integration > Dynatrace API.