hey,
start a game, use 300 turns speed,
choose for the sake of the example, israel,
look at monotheism in the tech tree - see that theres a building "discover judaism"
once you build it, youll get the judaism tech, and youul found judaism.
that simple.
the document im refering to is under ths docs folder withing overlord2-2.00 folder,
the document is named overlord religions, or keldath religions, cant remmber exactly right now.
but, the bottom line:
each civ has a uniqe building named - discover "xxxxxx", can be build in the relevant tech, once build, you get to found a religion, only if anither civ havnt beat you to it, and built the building before you.