Foreign applicants are able to file trademark applications in the USA. There is no requirement that the foreign applicant set up a US company. The applicant can be a foreign individual or a foreign entity.
As of August 3, 2019, foreign-domiciled trademark applicants, registrants, and parties to Trademark Trial and Appeal Board proceedings, including Canadian trademark filers, must appoint and be represented before the United States Patent and Trademark Office (USPTO) by an attorney who is licensed to practice law in the United States. See USPTO Notice re Foreign Applicants