Space-time is pretty much the functional make-up of the universe we live in.
To say that space-time (or the universe) created something is kinda weird. It is what it is. It includes you and me and gravity. Though gravity is rather higher in terms of importance than you or me - it is an intrinsic feature.
According to cosmologists (the prevalent theory), there was a creation event for our universe. It started with insane amounts of energy compressed into an insanely small space. As it expanded and cooled, the various forces we know were created, the physical laws we know came about, time started. Gravity was one of those products.