If you don't configure the newly created Vlan into any MST instance then by default it will reside in CIST instance (MSTI 0) and in this case there's no need to configure anything, only to create the aforementioned Vlan.
If you add this Vlan to any MSTIx then you'll have to do the same on all switches in the same MSTP domain otherwise you risc fragmentation of MSTP domain into multiple subdomains, it happens because if the MSTI-to-Vlan mapping won't be the same on all switches they'll fail to join the same MSTP domain(MSTI-to-Vlan hash won't be equal) and you risc having unpredictable behavior... still no loops will be formemed even in this case.
I'm not a huge fan of MSTP because it's a big burden to add Vlans to MSTI on each switch. Each time you add a Vlan the switch will exit the MSTP domain and it's harmfull sometimes for TDMoIP traffic etc, that's the reason IMHO it makes sens to map to MSTP instances only those Vlans that requires special handlings like load balancing basend on STP...