I guess the manga will explain this later so I'll put it in spoilers, but the power of the demon lords are specific powers his is
a very powerful magician essentially, he can make anything a reality with his magic as long as he has mana (or whatever they call it in the original WB)
. In the coming fight this should be made obvious and I am guessing explained as well.
It's a good series but it's too short. And as @krispy said, it's hard to care about his beginnings when they already spoiled what happens later in chapter 1