The main protease (Mpro) of the SARS-CoV-2 virus is one focus of drug development efforts for COVID-19. Here, we show that interactive molecular dynamics in virtual reality (iMD-VR) is a useful and effective tool for creating Mpro complexes. We make these tools and models freely available. iMD-VR provides an immersive environment in which users can interact with MD simulations and so build protein complexes in a physically rigorous and flexible way. Recently, we have demonstrated that iMD-VR is an effective method for interactive, flexible docking of small molecule drugs into their protein targets (Deeks et al. PLoS One 2020, 15, e0228461). Here, we apply this approach to both an Mpro inhibitor and an oligopeptide substrate, using experimentally determined crystal structures. For the oligopeptide, we test against a crystallographic structure of the original SARS Mpro. Docking with iMD-VR gives models in agreement with experimentally observed (crystal) structures. The docked structures are also tested in MD simulations and found to be stable. Different protocols for iMD-VR docking are explored, e.g., with and without restraints on protein backbone, and we provide recommendations for its use. We find that it is important for the user to focus on forming binding interactions, such as hydrogen bonds, and not to rely on using simple metrics (such as RMSD), in order to create realistic, stable complexes. We also test the use of apo (uncomplexed) crystal structures for docking and find that they can give good results. This is because of the flexibility and dynamic response allowed by the physically rigorous, atomically detailed simulation approach of iMD-VR. We make our models (and interactive simulations) freely available. The software framework that we use, Narupa, is open source, and uses commodity VR hardware, so these tools are readily accessible to the wider research community working on Mpro (and other COVID-19 targets). These should be widely useful in drug development, in education applications, e.g., on viral enzyme structure and function, and in scientific communication more generally.