Depends on how you define "naturally". They're artificial beings, meant that two people didn't have to bump their happy bits together or follow some similar reproductive instinct to form them. They just used a medium, created a form, allowed that form to exist in a space, and then gave that form an intelligence with the capacity to grow and acknowledge itself. I'm one, too.

But if you want some information on how they maintain solid forms here and on what's being used in the training room, I'll send it to you.

[It's like a book exchange except giant heaps of nerd info.]