When discovering Sublime 3 plugin API I found out the function show_quick_panel() that shows some panel implemented as view. Is there any method to construct a custom view by my own and then add it to the window?
No  , one of the biggest limitation of Sublime Text right now is the ability to create a custom interface or packages/plugins - you have to use the quickPanel list or an input at the bottom of the screen.
sublime add view to the window