Where does Kadaj and the other 2 come from?

In the movie, I dont remember them saying where those three came from. They just appeared. Can someone please explain?

ok...MAJOR MOVIE SPOILERS!

Kadaj, Yazoo, and Loz are remnants of Sephiroth (Jenova's memetic legacy, remember the mentioning of that?)

Kadaj absorbs the jenova cells in the box at the end of the movie and uses it to transform into sephiroth

I think of it like in the game, you thought you were chasing around Sephy, but it was just his "shadow" of sorts. So he has the power to create a duplicate... So these three are like that but split into a trio, left over from what he was, coz his Awesome was too much to be killed off completely. Or I could be completely wrong O_O

Maybe they were three of those freaky people in robes in the game?

Sephiroth in FF7 (the one Cloud was chasing) was just Jenova. Jenova has the power to transform itself into anything including people from your memories (if you have the Jenova cells in you). This is why Jenova looks like a woman when you see her in Nibel movie. It's also why Hojo looks more human in his final form and Sephiroth looks so human in both of his monster forms.
This whole circumstance is revealed during Sephiroth's many "disappearances" during encounters with Cloud. Cloud says, "He left an arm of Jenova." But it's the arm of Jenova itself (like something out of the Thing) that was moving around, looking and acting and talking like Sephiroth to manipulate Cloud.

Jenova is a creature that isn't easily destroyed. Kabaj, Yahoo, and Lozer are just three pieces of Jenova that have taken on human form (mimetic . . . mimic, duh). The same is true of Sephiroth in AC. The real Sephiroth was half-human having been born of human parents. He's dead and always will be. But because of the power he amassed during his life, Jenova's ability to replicate him will make it the most powerful being ever until it's destroyed.