The fey have always been a part of Thorn's World That Was, just as they are a part of the world as it is, and as it has yet to be.
They have been around for at least as long as the first Immortals, as there are some who yet remember when Ixion was just a young, upstart firebrand. Some speculate that they were created by Ordana as her servitors (and that the title of their queens is taken from "Titan" in remembrance of their service). Yet there are songs among the fey of fostering Ordana in their midst. Perhaps the truth is somewhere in between those two extremes. Best of luck getting a straight answer from one of the Fair Folk.
Little is written of the lands of the Twilight Empire. Men who visit and later leave find their recollections of time there hazy, dreamlike. Rowena thinks this is due to the difference in the streaming of time between the Faerealms and the Prime Material plane. With every moment there being the present, memories do not write properly to long-term memory, much like it is when Men sleep. Short-term memory is something most fey lack, and as such, do not experience the hazy or missing memory phenomena.
Crossing between the Prime into the Ephemeral plane yields quite different results depending on the light source, as well as the reflective surface used in the crossing. A portal entered under a midday's sun would usually lead to lands controlled by the Somersfey, while the same portal would lead to holdings of the Wyntersfey, if stepped through under moonlight. It is uncertain whether these are two separate planes, or one vast, single plane that mingles somewhere in the middle. The features of both closely resemble those around the portal to the Prime, during opposing seasons, with the exception of any trappings of Mankind: not a single stone or bit of wood is worked with tools; farmlands of Men either appear to be meadows or whatever was originally part of the landscape before Men interfered.
When the native fey need shelter, the land and surroundings simply... shift to accommodate them, as if they had always grown or been shaped thus, to return to being as they were once the troupe of fey move on. Again, Rowena speculates that the fey simply project what they need to the landscape, and it provides, as if it had always been so. In many cases, vaults of canopied leaves and branches and long tables and trestles of stone and roots are left standing, gathering moss, as many fey have a tendency to forget to dismiss their needs from the lands around them before moving on. (While fey can seemingly do this on a whim, Rowena notes that unlike the others growing up at Court, she and her sister had to make sustained, concentrated effort in order to impose their will on the Ephemera.*)
Molding the landscape is usually something done by the more powerful Fey Lords or Ladies, as they have command of greater swathes of the landscape than most “common” fey. Thus, while a host of pixies might be needed to construct a bower quickly enough to wait out a passing storm, a single Sidhe Lord might raise a feast hall capable of serving a hundred visitors and their entourages in the same amount of time.
*A medium-sized native of the Faerealms can affect an area of approximately 5’ square per HD. By working in concert with others, however, the area can be expanded exponentially. This manipulation can be anything from shaping the roots of a tree into a comfortable chair, lessening the grade of a slope to allow swifter passage, or loosening stones atop a promontory to delay pursuers.
Because Rowena and Leansethar are only half-blooded, the lands do not respond to them in the same way. If either of them were to attempt Ephemeral warping, they would need uninterrupted time to do so (hours, perhaps even days). To work the land faster, they would need to draw deeper on the magic in their blood, burning spell slots appropriate to the level of the amount of immediate change they wish to make upon the landscape.
Dragonstones behave in unpredictable and often dangerous ways in the Ephemeral plane, adding some weight to arguments that the Ephemeral plane is only very loosely tied to the Five Spheres.