The question you ask dives deep into the heart of philosophy and the eternal question "what is consciousness?" Imagination is typically considered to be something deeply entwined with consciousness, so it's hard to imagine a creature which has consciousness but lacks imagination.
Of course, defining "imagination" is hard enough. I've had several comment exchanges with the OP on this topic trying to pin down the word and it is as difficult as one can expect. Accordingly, I think it makes sense to approach the question in a multi-level fashion, starting from the most generalized philosophy and working close to the specifics the OP asked for.
Philosophy
In philosophy we have a concept called "p-zombies" that we use to explore the idea of "conciousness." P-zombies are entities which are explicitly not conscious, but otherwise operate as we do. An example might be a player piano like machine which is loaded up with every action it will ever do. If the tape that runs through that player piano were designed by an omniscient deity, they may be able to appear to respond to us as a conscious individual would, but would not in fact be conscious. More advanced p-zombies are explored, of course. We can have p-zombies based on combinatorial logic or sequential logic (which are how FPGAs operate), which decreases the need for an omniscient deity to load a future-predicting tape of data, but they're all put in the same class because they are not conscious but may appear to be conscious.
For all our philosophy, we have come up with no way to identify a difference between a conscious individual and a p-zombie. They can look and act just like we can. They can even appear to feel things like pain and joy by responding properly. This is important to the story of imagination because we can imagine a conscious entity with imagination, thus we must be able to imagine a p-zombie which appears to have imagination as well. There would be no distinguishing factor between this imagination-less p-zombie and a creature with imagination, so the limitation here that "these creatures do not have imagination" is not limiting at all. They can do anything we can do. Thus, from a philosophical perspective, they would be able to construct any art that we can.
Nature
Taking one step away from the turbulent waters of philosophy, we can look at nature. Nature is considered by many to be a beautiful thing chock full of imagination itself. For example, consider the lowly honeybee. A honeybee who finds a flower loads up with pollen and nectar and flies back to the hive. Once at the hive, other workers crowd around them and the pollen laden worker does a dance. This dance, known as the Waggle Dance, describes to the other honeybees where the flowers were with respect to the sun:
The direction and duration of waggle runs are closely correlated with the direction and distance of the resource being advertised by the dancing bee. The resource can include the location of a food source or a potential .... flowers that are located directly in line with the sun are represented by waggle runs in an upward direction on the vertical combs, and any angle to the right or left of the sun is coded by a corresponding angle to the right or left of the upward direction. The distance between hive and recruitment target is encoded in the duration of the waggle runs. The farther the target, the longer the waggle phase. The more excited the bee is about the location, the more rapidly it will waggle, so it will grab the attention of the observing bees, and try to convince them. If multiple bees are doing the waggle dance, it's a competition to convince the observing bees to follow their lead, and competing bees may even disrupt other bees' dances or fight each other off.
From an imagination perspective, this dance is important because it conveys abstract concepts. Worker bees who observe a waggle dance observe an abstract encoding of data and make decisions off of it. Note that, in the above quote, there may be competition between multiple foragers. The "winner" is the one who expressed their idea the best, instilling in the minds of the other bees a sense of a field of flowers the other worker has not yet experienced. Thus, you may say the interpretive waggle dance of honeybees encourages other honeybees to imagine the field of flowers well enough to encourage other honeybees into motion!
Constructing your world
Now these previous sections point to two key things:
- Non-conscious entities can act in a way indistinguishable from imagination
- Real life honeybees exhibit imagination
This creates some bounds on the question. We know that we can't rely on the metaphysical definition of "imagination" to answer the question, and we know that a lowly 1cm long animal exhibits imagination like behaviors. Your creature is going to have to fit in this space, or else we must admit that either imagination is more nuanced than we think or your creature is less advanced than a honeybee.
If I may quote your comments, I think we can see how to fit your world into this schema:
Ok, my definition: Imagination is the ability to devise, invent or even make anything that is new at all. To do it without making the steps that weren't in front of me already. Example: I can see a crocodile so I can think about a lizard (and possibly draw it for example). I European woods so I can think about that too. What more? I can think about the lizard in the woods. But what I cannot think about is a deep African jungle with dragons (even so that is very similar to what I know). If I saw more sizes of lizards I can imagine a giant lizard (but not if I only saw one).
So this shows that these creatures can observe concrete things and draw abstractions from them. We can even compose an image consisting of two things we've seen. However, we can narrow this down based on your response to TheSexyMinhir's answer. In that answer, it was assumed that your creatures lacked the ability to create abstract thoughts, but you disagreed with that in comments, saying that you would prefer answers focusing the lack of what TheSexyMinhir called "Recombination:" the ability to take the attributes of one thing and apply them to something else.
Now we can see the important dividing line for your creature's lack of imagination. It can compose a scene, but it cannot recombine elements of two scenes.
This suggest how the creature will express itself. It can compose a scene in its head, and compare it to the world around it. It may then act to make that scene match the composition in its head. All creatures can do this differential comparison and expression, all the way down to the lowly yeast cells, so it's fair to assume your creatures can do this too. However, unlike most creatures, if it can't find a way to express its inner scene, it is not permitted to alter the scene. It must instead construct new scenes (via composition)
This will be the key to art in your creatures world: the ability to compose a world that contains the art and then see if they have an action which can bring this to reality. Accordingly, I would expect their art to be tremendously subtle and terribly fierce. Without a clear way to recombine reality with the scene in their head, their work would be inherently bimodal. Either their actions would be subtle enough that they did not need to recombine reality with their scene, or their actions would create an environment where future compositions also are actionable. Their life would be in a constant swing between just barely simmering, trying to wait for a scene which permits compositing, and loud powerful aggression.
During the simmering phase I could see time-consuming art being popular, such as the mandalas done by monks. In this approach, the art is always just barely one step away from reality, so it can grow forward by tiny steps which can be composed from reality. You may also see fractaline artwork, depending on your definition of recombining ideas. Fractals are self-similar, so recombining the scene before them with itself would yield fractaline art*.
This art would be very healthy for them, as it would exercise their composition side of their mind, which is much needed for their long term survival. They would almost certainly develop art as a form of mental exercise, given the inability to recombine.
However, once in a while, one individual would find that the images he is composing can be acted on with great force. Sometimes when they compose their scene in their head and compare it to reality, they see that one swift action can bring reality in line with their composed scene. In these times, their art would look more like war. When they compose a scene in their head, and find that all they need to do to conceive it is to whack off your head, you'll find they are more than happy to express themselves with an axe or a sword.
This would suggest their warfare would be similar in nature to that of the Daleks from Dr. Who. The Daleks were famously uncreative, seeking nothing but to eradicate everything that was not pure Dalek. In fact, they were so uncreative that eventually they had to split off the Cult of Scara, which was a mere 4 Daleks (out of millions) who sought out imagination to find new ways to kill everyone else. So when you consider the art they might create, I would concentrate on propaganda art which suggests this species is the only species that is worth existing.
* For amusement, the fractal I chose was one which was run through Google Dreams. Google Dreams is clearly a piece of software with no imagination, and yet the results it produces are... provocative. However, it's exactly the opposite of your speices -- it can recombine but cannot compose.
