The Order of Dagon was a monastic order founded by Tarnis in the XII century. Apparently, their sole purpose was to protect The Key. By the year 2000, the Order of Dagon, based in the Czech Republic, was destroyed by Glorificus. Only one of them survived and made his way to Sunnydale to inform Buffy Summers of the mission she had been entrusted with. The last monk, however, was captured, tortured and interrogated by Glorificus. He was saved by Buffy, although he soon eventually died due to fatal wounds.
Powers and Abilities
""The Monks possessed the ability to transform energy, bend reality...""
As a group, the members of the Order of Dagon were capable of performing a ritual that transformed energy into matter, as well as bended reality itself. Thanks to this collective ability, they were capable of giving human form to The Key and of altering reality and building memories in order to make the now human Key fit within the world.
It was never explicitly stated how the Order of Dagon was related to the Dagon Sphere. However, because the order and the artifact shared a name, and a connection against Glory, it is implied it was the monks who created the orb.