The notion of a Caliphate started after WW1, when the Ottoman empire broke up, so it's been around for nearly 100 years.
Basically, there are extremists using religion, to gain power over territories. They fight each other as well as the west.
Sunni, Shia, Taliban, ISIL, ISIS, AL Qaeda...
The Taliban was in Afghanistan. Did you mean Al Qaeda? There are many extremist groups in the Middle East not all of them sympathetic to the Caliphate.
Our security forces are winning in this country, at the moment, which is why we're not having this atrocities happening here, every day. Long may they continue.