I would have to say that the Valar did found Valinor in about the same way the United States was founded(or any other country for that matter). The Valar came to Ea and chose the land on which Valinor sould be located to be their country. So they set it apart as their abode, and made it independent from all outsiders. I don't think that just one or two of them could have done this, they would have all had a part in the process.
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