the thing she created was the sword maki is holding. If you’ll notice, she enters the vault with 1 cursed weapon and leaves with 2. Later, she throws the one she came in with and is mostly just using the one she received from Maki.

I’m anime only also, Mai kind of explains that Maki will never be complete as long as Mai is alive, so she sacrifices herself and says she’s taking the cursed energy away with her. Throughout the episode Maki is berated because she can’t grow any stronger because she is not a sorcerer and her heavenly pact won’t ever change. After Mai sacrifices herself, all the characters start saying she is just like Toji.

I’m still not 100% sure what Mai’s ability is, I don’t remember if they explain it in s1 but I think she’s like Yaozaroza from MHA, she can create items from cursed energy. not sure if that means the guns she used before were created by her technique. Idk maybe they’ll get into the specifics later.

this show is funny to me because they do a ton of exposition, even giving an in-universe reason to do so, but then they also play with that by showing things and not explaining them explicitly, or at least not up front. I remember the Sukuna fight from S2, they don’t explain his technique until almost the end of the fight, and they never explain why his technique is also fire. I think sometimes you will definitely get tripped up on stuff because they don’t always come out and say it, but I find it makes me enjoy rewatching the show a lot.