The Holy Spirit is the third person of the Holy Trinity who proceeds from the Father. Like the Son, there was no time that the Holy Spirit did not exist. He was present at the creation of the world (Genesis 1:2). He was present, "in the form of a dove" at the baptism of Jesus; and, He is the person of the Trinity that Jesus promised He would send upon the Church as its Comforter and guide after His ascension (John 14 and John 15:26).
Jesus sent the Holy Spirit upon the Church (Acts 2:1-4; the Orthodox Church celebrates this great event on Pentecost); and the Church in turn bestows the Holy Spirit to each of its members through the sacrament of Chrismation. In fact, the Holy Spirit is present in all the sacraments of the Church.