The reason, there is no information about this stuff is that it is really only available to a select number of people and is part of the depth of the game that most new players arent concerned about.
New religions can be started by any regional lord, they can found a religion by building its first temple in their region
New realms are formed when a Duke secedes his or her duchy to form a new realm. Or a Colony Takeover which does not exist anymore
Governments can change after a rebellion, or after not being able to find a ruler and descending into anarchy.
