There are either stars within the cloud of gas, or stars behind / around the gas giving them the energy to glow.
They don’t stay together. The clouds experience a “wind” like force from the light hitting them that blows them around, like dandelion puffs in the breeze. They also experience things like gravity that causes movement as well.
It’s just that they are soooooo big and sooooo far away that they look stationary. But if you did a time lapse over years and years you’d notice them changing shape.
They are visible because of starlight either within them or behind that.
As for how the stars got there, you probably know that nebulae are where stars are born. Nebulae are clouds of gas/dust pulled together by gravity over an immensely long time. As gravity pulls the gas closer together, the gas at the outside presses more and more on the gas in the centre.
Eventually, if there’s enough gas in the cloud, the pressure at the centre will be so great that two hydrogen atoms will fuse together into a helium atom. Fusion emits a huge amount of energy, which triggers other hydrogen atoms to fuse together. This causes a chain reaction, fusing huge amount of hydrogen and emitting huge amount of heat/light.
That’s all a star is: a cloud of dust that got so big it started fusing together, releasing energy.
You can classify nebulae into three broad categories: Emission, reflection, and dark.
Dark nebulae are not lit up, and they block (visible light), hence why they appear dark. Reflection nebulae reflect light from stars that are in or near the nebula. Emission nebulae emit their own light, this can happen due to being ionised by the ultraviolet light of a hot star. The atoms and electrons then emit light when they recombine, and can also emit light from being so hot.
A nebula might not stay together, or it might collapse (possibly making stars). They are so huge though that any difference is on a very long timescale.
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