Can I create a new user in MS SQL from windows and provide the SID
No, when creating a login from Windows, the SID is the Windows-provided one.

There is consequently no need to remap users; they automatically assume the same SID across servers within the same domain.

As an aside, instead of saying "SQL does not like it", you should provide the actual error message.  It helps us provide a more meaningful answer, and in most cases, such as this, it also provides the actual answer.