When are statistics created?
Column statistics are created automatically as needed by SQL Server when the AUTO_CREATE_STATISTICS database option is ON and also by an explict CREATE STATISTICS statement.

With the AUTO_CREATE_STATISTICS database option, the query optimizer will create single column stats during query compilation as needed on columns specified in query predicates when a stats histogram on the leading column doesn't already exist and that information is useful in plan selection (i.e. non-trivial plan).

Statistics may also be created beforehand using CREATE STATISTICS. Unlike auto-created statistics, CREATE STATISTICS allows one to create statistics on multiple columns to provide better estimates for compound predicates (e.g. FirstName = 'John' and LastName = 'Doh').