How to add config entities?!

At the moment, you can only add config entities programmatically. This is a limitation of dynamic entity reference, and it looks like there hasn't been much movement on a solution: https://www.drupal.org/project/dynamic_entity_reference/issues/2997727 →

Here's an example snippet that adds a taxonomy vocabulary config entity to a collection:

$vocab = $this->entityTypeManager->getStorage('taxonomy_vocabulary')->create([
  'langcode' => 'en',
  'status' => TRUE,
  'name' => 'My taxonomy vocabulary',
  'vid' => 'my_taxonomy',
]);
$vocab->save();

if ($vocab) {
  // Add the vocab to this new collection.
  $collection_item_vocab = $this->entityTypeManager->getStorage('collection_item')->create([
    'type' => 'default',
    'collection' => 1,
    'canonical' => TRUE,
    'weight' => 10,
  ]);

  $collection_item_vocab->item = $vocab;
  $collection_item_vocab->save();
}