How did J.R.R Tolkien create his languages?

Tolkien made a study of languages, both the development of and the philology of them. He had several books that helped him in developing the matrix for his elven language. That language is based on models from Finnish, Norse, Welsh, German, Celtic, and several others. Elvish was not the only language he created. He also invented a Gnomish language and a Sindarian language. Each one had strict rules of grammar, spelling, etc. like any other foreign language. Today there are numerous places to study Tolkien elvish.