Prophet Muhammad (PBUH) didn't found Islam religion. Islam religion is founded by Allah (God in English) since start of universe creation. Islam is the call of all God prophets since Adam; including Noah, Abraham, Moses, Jesus, and Muhammad (peace upon them all). Refer to related question below.
The religion that Muhammad is favored is the Islamic religion. The Islamic religion regards Muhammad as its most important prophet, and pilgrims to sites he visited are important parts of the religion.