In Ghost Story, Bob said that he "never had a soul or a body". But wasn't his spirit bound to the skull as punishment for something he did when he was alive? I thought he was a wizard back in the day?
In the books, Bob is described as a 'Spirit of Intellect' that was bound to a skull. He's actually more significant than he comes across, and has been speculated to be an attempt at creating something like the Archive. (Since you are asking about 'Ghost Story' info, I'm assuming you want book-canon, not TV-canon.)
The back-story you are thinking of was from the short-lived 'Dresden Files' tv show; in the books, his origin has often been a bit questionable / confusing, but was never that of a punished wizard.
Stealing from Wikipedia:
During his life, Hrothbert [Bob] fell in love with a woman, another skilled wizard (sorceress), by the name of Winifred. When she was tragically killed, he used black magic to resurrect her. For this he was condemned by the High Council to be a ghost trapped within his own skull for all eternity, unable to interact with the world in any physical way.
In the latest book, Skin Game, we find out a lot more about Bob's origin's, albeit not directly.
A spirit of intellect is born out of an act of love between a mortal and a bodyless spiritual presence.
We learn this since the parasite Harry has been dealing with since
Lash sacraficed herself for him, in an act of love
was dealt with. With Molly's help, Harry
gave birth to the 'parasite', a potent spirit of intellect who took up residence in the 'backup' skull that Bob had commissioned in case Mab took issue with his actions in Cold Days. The spirit is feminine (as Bob is masculine) and was born with the knowledge of Harry and Lash.
This tells us that Bob was almost certainly created in a similar way,
Through an intimate act of love between a spiritual entity and a mortal.
All of this is book canon, not from the TV show, obviously.