He jumped down, creating a cloud of dust.
I think it's just because the sentence is so short that it looks odd with a comma, but grammatically speaking, that comma is necessary, right?
You need the comma, as you are combining an independent clause with a participial clause.
"creating a cloud of dust" is a present participle phrase describing a noun (or in this case, a pronoun).
Stylistically, you would need a comma in there. But grammatically the sentence would be fine. Even in style, a comma in that kind of sentence is something optional.
Yes; a comma is required as you have placed it in that sentence.
"creating a cloud of dust" is a subordinate clause so you need that comma in order to give the grammatical error free sense.