From Bulbapedia:

Aside from the high statistics shared by most Legendary Pokémon, many can only be obtained once per save file (excluding Pokémon events); in order to obtain multiple, a player would need to trade for one.

So yes, there is only one specimen of each legendary pokémon.

As to how were they created, I suppose it was naturally like any other species (except Mewtwo, that is).

From Bulbapedia:

Aside from the high statistics shared by most Legendary Pokémon, many can only be obtained once per save file (excluding Pokémon events); in order to obtain multiple, a player would need to trade for one.

You can understand a "save file" as the universe. The anime can be a "save file" where the player is the main character (Ash, for example). And considering the anime is based in the game, if there's only one specimen of each legendary Pokémon for each save file, then it is safe to assume there's only one specimen of each legendary Pokémon in the anime.

The same Bulbapedia entry linked at the top of this answer gives details about the appearence of legendary pokémons of each generation in the anime series: Generation I, Generation II, Generation III, Generation IV, Generation V, Generation VI, Generation VII.

So yes, there is only one specimen of each legendary pokémon.

As to how they were created, the only Legendary Pokémon that we know about its creation is Mewtwo (genetically enhanced clone of Mew, a Mythical Pokémon).