In the book Darth Plagueis, Maul is taken as an infant by Sidious from his mother. The child was named Maul.
Palpatine, in his urge to know more about the dark side than what Plagueis teaches him, manages to make a visit to the world of Dathomir, where he encounters a Dathomirian woman who gives him a Zabrak infant simply known as Maul. Palpatine later has Maul sent to Mustafar, where he could be nurtured at his young age in the dark side of the Force.
Star Wars fandom page for Darth Plagueis
Later, Maul's existence is made known to Plagueis, who permits (and encourages) Sidious to retain Maul, not as an apprentice, but merely as an assassin (akin to the relationship between Dooku and Ventris during the Clone Wars).