For nearly five hundred years, the Eternals were forced to flee into the void of this "next realm" from their father's dark duplicate. Initially, they were enraged at the fact that their father did this to them, but after they had escaped the dark machine, possibilities would emerge...
After finally escaping the grasp of the dark thing that was sent with them, they finally had a moment to think. Only anger filled their minds. Anger at their father, for having ruined their world, and sending them away when they attempted to correct the imperfection. However, a possibility popped up in Envy's mind. This "void" was simply another blank canvas. They still had their power, and could easily create a new world, a better world.
Just like with the Old World, Envy build everything from the core outward, and left the crust a blank canvas for his younger siblings. Wrath pulled mountains from the ground, and warmed them with magma. THs mama was different. He still missed his original form greatly. The magma of this new world was not the deep orange like o the Old World. He made it a silver with steaks of blue running up its current to resemble his younger self.
Greed filled the crust with all manner of precious metals, and gems. Lust and Gluttony worked together making the various eco systems of this new world, and Lust gave them the ability to reproduce in similar ways to the Old World. Sloth refused to take part in this task. In his own mind, he had done enough work. Once again, Pride filled his world with all manner of arcane magic.
The whole process took them about two thousand, seven hundred years. They would return to the void so the world could continue to flourish on its own, and they would return once they are confident that their world was complete.