The elves (and orcs) do not believe in a god or religion, but rather believe in the spirits of the ether. It is through these spirits that magic is possible in the world, and those who are strong enough to go to the ether and return are able to manipulate the spirits that dwell there and perform magic.
The elves believe that it is actually interactions with the spirits that first caused the people of Dor to believe in the Trifold Gods, grouping the spirits together and assigning them to the created things in the world.
The elves themselves to not believe in a creation, but rather believe in a world that just is and always will be.
The belief in the spiritual world has become common for many of the other races as well. In places not strongly affected by the Dorian it has become the main belief of the world. Even people in Dor hold superstitions about the spirits. Magic users not taken into the priesthood of the Trifold Gods generally end up following this belief.