I think the right answer is "it depends". It depends on what you mean by "supports the creation of database snapshots". The MS documentation says SSMS doesn't, which implies one meaning for that phrase. Most people who create database snapshots use SSMS, so it's pretty clear that in some real sense SMSS does.
So here we have a case with rotten unclear/ambiguous documentation from MS (they could easily have made a clear, unambiguous, and accurate statement like "SMSS supports creation of database snapshots only through the use of T-SQL", or "SMSS provides no wizard or other GUI to obviate the need to use T-SQL when creating database snapshots", but they didn't.
I'm inclined to think that the question author either read the MS documentation without realising what it meant or intended this as a trick question.