In the battle for Narshe, she clearly says it was done when she was a baby.

CELES: When I was a baby I was artificially infused with magic, and

raised as a Magitek Knight.

TERRA: Have you...loved anyone?

CELES: ???

What's that supposed to mean?!
Regarding Kefka's infusion, this is all we learn

Here's one for you...

That guy Kefka? He was Cid's first experimental Magitek Knight.

But the process wasn't perfected yet. Something in Kefka's mind

snapped that day...!
So, for all we know, he could have been an upstanding, awesome guy. Or he could have been secretly crazy. They never tell us. The scene with Terra and the slave crown occurs after he's become a Magitek Knight.

And finally, Cid's relationship with Celes, from his own lips.

CID: CELES...

I've known her since she was a baby. I raised her as if she was my

own daughter!

But she was forced to become a Magitek Knight, and has done some

awful things.

If I could only talk to her...

I'd apologize for the way her life has turned out.