Aiur is a tropical planet, with similar temperatures to Earth. It was created (However one creates a planet) by the Xel'Naga and left. When they returned to it, they discovered the Protossies living there. The planet was then left alone for thousands of years.
Aiur was peaceful for a while, then it was attacked by the Zerg, with the Overmind under the command of the Dark Voice. Then the Overmind relocated himself to the planet and got killed. Serves him right for making such a stupid move. Though he got killed, Aiur was mostly destroyed following the invasion. What Protoss remained fled to Shakuras, the Homeworld of an exiled sect of Protoss known as the Dark Templars.
Follwing their acceptance into The League, rebuilding on Aiur began, with many Zerg helping to make up for the fact that they destroyed it in the first place. The efforts are currently going well, with 20% of infrastructure already done and progressing fast.