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No. UK still controls Malaya. If Japan captured Malaya, then another Allied power recaptured it while Japan still held India, that power would then control Malaya and could build an IC there.
If at the beginning of my turn I build an IC and two tanks.
Can I place the IC in a given zone and then have the tanks built there or do they have to go to a preexisting location?
You can not build units at industrial complexes you captured or built in the same turn. (page 20, 1st paragraph)
So, they have to go to a preexisting location.