According to the cult's teachings, Agilmar plucked a hair from his brow and blew onto it, so that it subsequently grew and grew in size until it became the whole world. Agilmar then picked several stars from the sky, turned them into other demons, and asked them to help him watch over Mlejnas; the first of those was called Isleiff.
According to what is surmised about the cult, Agilmar discovered after a certain time that by trying to create a whole world with people in it, he had seriously overestimated his powers, and his creation was a failure. He shrugged, turned away from his creation and left Mlejnas to itself. (Some cult teachings seem to imply that this hasn't yet happened, but will happen in the future.)