They can made from the same event, such as a very high energy photon turning into two electrons. Because in a decay, many properties are preserved, if a 0-spin particle decays into two 1/2-spin particles. But the sign isn’t initially decided of the two. If you measure one to be +1/2 then the other must be -1/2.
They can interact and become entangled. They can also just be very close to eachother.
Entanglement just means that the quantum state of one particle has to be described using the other. Many properties such as spin, polarisation or momentum can become entangled.
It is important to note that this property cannot be used to transport information faster than light, as you need to send extra information for it to send any information, thus being stuck at the speed of light.
Einstein initially predicted this, but thought it was a flaw in the models, but it was later found it is a real effect.
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