If you are creating new Assembly Structure in NXManager i.e. Teamcenter integrated NX, then it is not possible to create an assembly without saving it, whereas you can use existing assembly for the same purpose.
Either you can export the data outside teamcenter and create a assembly in NativeNX,
Or you can create a dummy Item in teamcenter which can be used for trail and error purpose.
I guess you might have the idea of above given details, however customizing the link between TC and NX for particular temporary purpose will be disastrous and also it is not recommended.