Yes, you'll need to set this setting:

commands:
    lookup:
        note:
            confirmVaultOnCreate: true
            vaultSelectionModeOnCreate: alwaysPrompt

This will prompt which vault you want to create the note in after you select the note name Relevant docs: https://wiki.dendron.so/notes/24b176f1-685d-44e1-a1b0-1704b1a92ca0/#vault-location-when-creating-a-note