The White Walkers were created by the Children of the Forest. Long ago, the First Men were encroaching on the lands of the Children. In an attempt to defend themselves, the Children of the Forest created the White Walkers using dark magic. They were made from captured humans and given powers over ice and cold. However, the White Walkers soon got out of control and became a great threat not only to the First Men but also to the Children of the Forest themselves.
In the comics, the walkers do evolve. They become more dangerous and develop new traits as the story progresses. This adds an extra layer of threat and keeps the plot interesting.
Sure. In the comic books, the walkers do evolve. They become more aggressive, adapt to certain situations, and sometimes even show different physical traits.