I am creating datasets and dashboards programmatically using API. Is there a way that I can create them particular folders only? I do not want to move them later into the folder. I know of the API CreateFolderMembership - but that is just adding the member to the folder. I am not sure if it will move the member to the folder. I do not want the dataset/dashboard in two places.
No, you cannot create datasets just in a folder.
The assets such as a dashboard, analysis, or dataset can be added to the folders but they do not actually get moved. You can also add/share the assets in multiple folders. For more information about folders, please see Organizing assets into folders for Amazon QuickSight - Amazon QuickSight
Can we not have access control then on the assets created in the folders?