Where are Tolkien's dwarves from?

They were created by Aulë, one of the Valar (unlike men and elves who were made by Ilúvatar). The Valar weren't supposed to create beings so when Ilúvatar found out, Aulë offered them to Ilúvatar to do with what he wanted, even have them destroyed. But Ilúvatar was merciful and permitted them life of their own, as long as they slept underground until the elves awakened.

This may be confusing, I suggest you read the book "The Silmarillion" for more information about Tolkien's world and the history of Middle-Earth. Fascinating stuff.