Freemasons, or the Masons as they are commonly called, are men of many religious backgrounds and not of one faith. There are Catholic, Lutheran, Baptist, and men of many other faiths participating in the Masonic organization.
The original beginning many have been purely Catholic, but it is not that way today. They have not founded any religion, but men who were masons, have been involved in the upstart of new churches just as Eddie said. That does not mean that the freemasons founded a church, but rather a few men who were masons, decided to to form a church. Whether they were masons before forming their churches or if they became masons after forming the new churches, I do not know.