Address are not really created. They exists since the very beginning of the chain. However, people claim ownership of addresses.
For example, when you create a wallet in myetherwallet, you don't really create it, you get the address corresponding to the password you indicated (trhough a complexe algorithm to build private key, then public key then the address itself).
- When you create a wallet file, can you use the same address on both
main net and test net?
If you mean the keystore file, yes. The keystore file is just your private key encrypted.
- I understand the same address will have different funds on each
network, but does the address exist on both?
Addresses exist all the time. You just take ownership of it.
- Ive been looking into web3j, and Im not sure how the create wallet
functionality works without a web3j parameter to connect to the
network
I have not used web3js this way, so I don't really know. According to the documentation, I would say it is not possible. But I am pretty sure other librairies can do that.