Where does photons come from and disappear to? Can photons be destroyed and created? Without atoms would photons exist? What other ways then from atoms can photons be made?
Photons mediate the electromagnetic force. Atoms are not necessary for photons to exist. You just need charged particles (electrons, protons, etc) to interact with each other from a distance.
There are many ways for a photon to be created and destroyed. Depending upon its wavelength, as it propagates in free space , it could "disappear" and a pair electron-positron could be created in its place. An atom could absorb it, and if it is part of a solid, it could couple its excited energy to a phonon and then create heat.