Though it is unnecessary, they generally assume physical form of great power and beauty, and occupy themselves with the completion of Illuvatar’s vision of the world.
Each of them sprang from a different part of Illuvatar’s mind, and hence possess their own specialized knowledge, interests, and attributes.
The story of the great works of the Valar is told in the Valaquenta, the second part of JRR Tolkien’s, The Silmarillion .
There are seven male and female Valar:
They reside in Arda, the deathless lands, far to the West across the Great Sea from Middle Earth.
Though they have directly intervened on behalf of Elves & Men on several occasions, they commonly remain apart from the “Children of Illuvatar” who reside in Middle Earth.
The Valar entered Ea long before the coming of Elves and Men, with the intention of preparing that world for their coming. They strove with Melkor for mastery, raising mountains and delving rivers, while Melkor ruined many of their labors.
Chief among the wonders they wrought were The Two Lamps, The Two Trees, and the Sun & Moon. Melkor destroyed both the Lamps and the Trees.