The origins of Kaal Bhairav trace back to historical Hindu legends the place he was established by Shiva throughout a war amongst gods and demons, showcasing his purpose to be a destroyer of evil.  Lord Shiva has several varieties and avatars (manifestation of the deity in Actual physical body kind). https://heliskidirectory.com/listings13078862/5-simple-statements-about-kaal-bhairav-explained