There are libraries out there that can create classes at runtime (CGLIB for example) but I'm not sure an emun is something you would really want to create at runtime. You would need to rewrite your code everytime the database value changed, wouldn't you?
It would not make much sense to dynamically create an enum, because all the other code in your program, which would use the enum, would not know in advance what values the enum has.
So, for this kind of purpose, an enum is not the right solution. An enum is really only suited when you have a fixed set of values.
One example in which it might be nice to have an enum is when refactoring code and moving Enum definitions to the database for added flexibility (won't have to recompile all the time).
As an example, I've extended the enum class to support a hasAttribute() behavior and am now going through code modifying to query enumType.hasAttribute() instead of enumType == value.
There are some code points however that will use a static enum - eg: my inprogress enum value.