Morpheus: It is the world that has been pulled over your eyes to blind you from the truth.
Neo: What truth?
Morpheus: That you are a slave, Neo. Like everyone else you were born into bondage. Into a prison that you cannot taste or see or touch. A prison for your mind. (The Matrix)

How was this criminal world created? How did we become slaves?

Like this:

1. "It [the State’s criminality] began when the first predatory group of men clustered together and formed the State, and it will continue as long as the State exists in the world, because the State is fundamentally an anti-social institution, fundamentally criminal." (A. Nock, The Criminality of the State)
   
   
2. "When they took up criminality, they invented justice and enacted whole codes of law to preserve it, while for the maintenance of the codes they set up guillotine." (F. Dostoevsky, The Dream of a Ridiculuous Man)
   
   
3. "The whole purpose of this legislation is simply to keep one class of men in subordination and servitude to another." (L. Spooner, Natural Law or the Science of Justice)

Can we ever become free again?

Yes, but only after people realize that "the State is fundamentally an anti-social institution, fundamentally criminal."