I agree that we should have had a playmaker this window, but we do have creative players in our squad to create opportunities for Lukaku. Players like Deulofeu, Lennon, Mirallas, Barkley, Coleman, Kone, Cleverley and Baines although the latter two are injured the next two months. But still with our current squad Martinez should be able to find ways to create chances especially against lesser opponents.
Deulofeu, Lennon, Mirallas, Coleman, and Baines all play exclusively out wide.
Kone plays either as a striker or out wide.
Cleverly, though capable of playing centrally, has only played out wide thus far, and, though he has played well, is both injured for an extended period of time and not shown an ability to operate as the creative outlet we require.
Barkley does play in the position a no. 10 would typically operate, but it is clear that he is not a "no. 10," in the sense we need. Though he has picked up 2 assists thus far this year, he looks much better playing from a deeper position, and does not keep the ball moving quickly enough, nor have an ability to pick out through balls or play balls over the top.
Yes, you are right that we have players who can bring some creativity to the table from the wide positions, or even from deeper holding midfield positions, but we ultimately don't have the creativity in the middle of the park that we require. In turn, we are going to continue to be one dimensional, and will continue to struggle against the likes of West Brom and Sunderland when they sit back against us.