There are two main beliefs about this. One, that a God (or gods) created it. Another one, that the Universe arose spontaneously, because of the way nature's laws work.If you specifically want to know the belief of a particular religion, ask a more specific question.
Stephen Hawking, in his latest book, The Grand Design,
says that because there are laws such as gravity, the universe can
and will create itself from nothing. Cosmologists believe there
were many such "Big Bang" events and therefore many universes,
which are collectively known as a multiverse.
Others believe a supreme being, God, created the universe.