Created with the Letter of Passage that Lucifer earned from Yahweh by defeating the Voiceless Gods, the creation of this universe was considered by Heaven to be illegal and many others sought it for other reasons, though Lucifer was no pushover when it came to protecting it. Of course for quite some time, the universe was devoid of life, that changed when Michael Demiurgos was on the brink of death and it was known that should he be destroyed in Yahweh's universe, that the universe would be undone so Lucifer destroyed him in his own universe as a favor. As a side effect of this process, the Dunamis Demiurgos filled Lucifer's Void and brought about life, now all Lucifer had to do was shape it.
And so shape it he did until finally it had become a true world, a paradise, and when Michael returned to tell Lucifer that Yahweh wanted the universe destroyed Lucifer only defied his father more by splitting the doorway of his realm into an infinite amount of doorways and countless creatures of all realms and dimensions flooded into his lands where he told them they had only one rule, "No Worship." This all went well for some time until The Basanos came and the inhabitants of his universe didn't stand a chance, when Lucifer came to stop The Basanos however they defeated him too and he died without them even laying a finger on him.
Over time the universe would continue to exist and at one point Lucifer made it law that all immortals must be evicted or they would be killed, and also he put Elaine Belloc (and Mona Doyle) in charge of watching over it, though they couldn't ask for worship. Over time however, the doorway to his creation began to crumble, and go haywire after Yahweh abandoned creation and he informed The Host that Yahweh's creation would be destroyed and although that meant the doorway to his realm would also be destroyed, his universe itself would be safe so it wasn't his problem. As things turn out in the end when Elaine Belloc takes over the mantle of The Presence, Lucifer entirely dissolves his universe, reforming the Letter of Passage, than he once again creates a Void, with but a single entrance and entering that Void, he closes it behind himself, sealing himself in the nothingness for all eternity.