None of the other races really knows for sure why the warforged were originally created. The common prevailing theory is that they were manufactured for wars by the various races of the world. It is widely believed that they were the natural next step after golems. The secret to creating more of them has been lost to the "races of flesh" over time, however. Each race had a particular type or style they built their warforged allies in. Elven and eladrin-made warforged are typically made completely from wood carved with various graceful, arcane runes. The rituals used in their creation hardens the wood enough to stand up to more conventional weaponry. Warforged created by humans is made up of a mixture between various metals and wood. These are the most predominant types of warforged. The dwarven warforged are made entirely of metal, and usually a mixture of different types. An adamantine skeleton ensures durability, while steel and even mithral in some provides strength while keeping the warforged from being overly bulky and cumbersome. Whether an individual warforged is aware of the differences in "styles" within the race or if they care is anyone's guess. Either no one has thought to ask one or no one has recorded whatever the given response was.
Warforged are seen largely as a sort of curiosity by other races. They are a wholly manufactured race, yet they are self-aware thanks to the complex rituals that create them. The warforged have been around as long as history has been recorded, in every race that bothers to keep historic records. There are no records (at least none surviving) that date themselves as "before the warforged" or anything similar.
The warforged themselves are driven by a keen sense of curiosity, almost enough to rival humans in some of them. As much as any other individual of another race, warforged search for their place in the world. A purpose or a calling. Their desire to know why they exist seems to be central to their entire race as they realize they are not something that occurs naturally in the world, but were purposefully made. Long ago, an elder council of warforged, often referred to as "The First Forged" sought out their origins. Supposedly, they found it. Only warforged that have gone to these mechanic sages or their disciples have ever learned that truth. It is not one they have shared with other races, much to the frustration of the rest of the world at large. One school of thought thinks the warforged find it humorous how the various races draw conjectures and theories about their origins. Others think that perhaps it is simply not something the other races could comprehend unless they discovered their own true origins. Whatever it is, the warforged aren't talking.
The truth of their origins and their purpose isn't the only thing the warforged sages found. They also rediscovered the ancient rituals needed to create them. They have taught this ritual to any warforged that has bothered to learn it. In this way they "reproduce," to an extent. They create more warforged. The warforged themselves do not have a distinct "style" all their own. They tend to make another warforged out of whatever materials they themselves were crafted from. Eladrin warforged make eladrin-style warforged, human-style makes human-style and so forth. The level of attachment a warforged feels to one it creates varies from individual to individual. Some consider the act of making another warforged their racial contribution and, after teaching their spawn basic skills and the creation ritual (and possibly the truth of what they are and why they are here, if the "parent" itself knows) they depart. Other warforged seem to consider themselves responsible for their creations and mentor them for a time, sometimes over a period of decades.