Did judicial review establish the US Supreme Court?

No. Article III of the Constitution required Congress to create the Supreme Court, which they did when they passed the Judiciary Act of 1789.

The term "judicial review" refers to the practice of evaluating laws and policies relevant to a case before the court to determine whether they're in compliance with the US Constitution. This is a function of the Judicial Branch of government, especially the US Supreme Court.

Judicial Review is has its roots in British common law, the foundation of the American legal system. Chief Justice John Marshall's formally secured the Judicial Branch's right of judicial review in opinion for Marbury v. Madison, (1803).