From Baka-Tsuki:

It was the times of antiquity. Many kings, many countries, and many Faiths were mixed together, and then they conflicted; an age where nothing was controlled. And finally, an existence know as a Demon revealed itself to this world.

Then the many kings went to battle. Even possessing any kind of sword, or casting any kind of magic, or using any kind of knowledge, could not harm the body of the demon. It was at that time of chaos, a single sage appeared and said this, "There exists a sword that can kill the demon. I want a person who has excellent techniques. Isn't there anyone who would come with me?"

There were 12 people. The 12 kings sent one of the most excellent knights from each of their kingdoms.
The 12 knight and the single Sage confronted the demon, and then splendidly defeated it. After that, making the sage their king, the 12 kingdoms became one. The 12 knights were referred as The Knights of the Round Table and became the model of all knights. And so, time has reached the present.