After the shitstorm of incredibly over-the-top "Pokemon said-to-be-creator-of-_______" legendaries from 3rd generation and forward, I prefer to think they're mostly mythological and don't actually exist.
As for the question of the origin of Pokemon, some times it was hinted that the world of Pokemon have regular animals. There are regular plants and trees in the Pokemon world, and "Pokemon" plants and trees. There are humans and "humanoid Pokemon". I remember being hinted sometimes that Pokemon have alien origins, specially because of the Moon Stones and Pokemon like Clefairy and Deoxys. So I think they're alien-like forms that adequated and evolved to life on Earth, thus creating the Pokemon we know today.
As for the question of the origin of Pokemon, some times it was hinted that the world of Pokemon have regular animals. There are regular plants and trees in the Pokemon world, and "Pokemon" plants and trees. There are humans and "humanoid Pokemon". I remember being hinted sometimes that Pokemon have alien origins, specially because of the Moon Stones and Pokemon like Clefairy and Deoxys. So I think they're alien-like forms that adequated and evolved to life on Earth, thus creating the Pokemon we know today.