Hi @yohan_al and @dac388,
Yes, you currently have to create an index template as you would normally through the API. If you want policies to apply to rolled over indices you would need to add the policy_id in this template.
Allowing you create index templates (and other index operations) all from the Index Management plugin is on our roadmap, but we first released with the Index State Management portion (Policies, Managed Indices, etc.).
With regards to exporting it’s not something we currently support through ISM. You would have to use other solutions or write a script as of right now. But, it’s something we can add to our backlog and pick up.
It’s unlikely that we will do this through Kibana’s “saved objects” API though, as your problem also applies to users that only use the elasticsearch plugin.