Cells need mRNA molecules to create proteins. How are they created?

Protein synthesis is a convoluted process but, essentially, all the cell is doing is 'reading' the instructions contained within the base sequence in the correct gene or 'section' of the DNA and then doing some chemistry. In order for the cell to 'read' the sequence it first has to 'unzip' the antiparallel double helix by separating the hydrogen bonds between the complementary base pairs. This is done by a protein called DNA helicase. After it's unzipped, free floating RNA nucleotides in the nucleus form hydrogen bonds with their complementary bases on the template strand: A (adenine) forms bonds with U (uracil) and C (cytosine) forms bonds with G (guanine). A-U and C-G. So, the bases have now formed loose hydrogen bonds to their complementary pairs, but the new bases aren't connected to each other with more permanent bonds, which is why RNA polymerase is needed. It's able to move down the DNA strand from the 5' end to the 3' end, catalysing the formation of the phosphodiester bonds between the adjacent RNA nucleotides.
After the polymerase reaches a stop codon it detaches, along with the newly formed pre-mRNA molecule. This strand isn't yet called mRNA because it still contains the non-coding 'introns' from the DNA sequence. For proteins, only the coding exons are required so the introns are removed through a process called splicing, which takes place in splysosomes by splysosymes. After this, the mRNA molecule can leave the nucleus through a nuclear pore and head on to be translated into a protein by ribosomes.