Creation of The Chief Deities and The Three Vedas.

The Supreme Power God, in the very beginning, given different - different names and described their different - different actions (or duties) to the Great Five Elements, managed them and established them in the form of different - different establishments according to the words of The Vedas. Manu Smiriti. 1/23
The Owner of the all creatures created the deities of the active nature (i.e. who are active in natural own behavior. For example The Fire and The Air etc.), the minute assembly of the summon able deities and the Eternal Sacrificial Rite (Santana Yagya) etc. Manu Smiriti. 1/24
After that The Creator created three deities for the accomplishments of the sacrificial rituals namely The Fire, The Air and The Sun and the three Eternal Vedas namely The Rig Veda, The Yajur Veda and The Sam Veda in succession. Manu Smiriti. 1/25
Note: - Basically The Veda is only one. However The Veda has been divided into three parts according to the subject matter. Also, The Veda isn't really created. The Veda is Eternal. It being knowledge of the God, manifest during the creation process spontaneously. The duty to guard and defend them is handed over to the three deities namely The Fire, The Air and The Sun.