I think it will depend on the size and type of collection.

You can create a collection manually on OpenSea but if it is for example a 10 000 item collection it may get a bit cumbersome.

On the other hand, you can create the smart contracts outside OS because OS can later sync up.

Take a look at some youtube tutorials and the OpenZappelin wizard: https://docs.openzeppelin.com/contracts/4.x/wizard