No, they are natural, but people have made caverns into them, and once there stood a kind of casle (Schloß) near to them, but it's already gone, nothing reminds anymore of that castle.
Try these links :
http://www.landesverband-lippe.de/externsteine(Also in English.)
http://www.horn-badmeinberg.de/attraktionen/externsteine.htmlhttp://www.hoexter-online.de/galerie/galerie/PPF/artikel/19(Many pictures.)
http://www.lippe-in-nrw.de/sehenswert/externsteine.shtmlhttp://de.geocities.com/saubereexternsteineThat's how it might look there at high times. <img src="/ubbthreads/images/graemlins/winkwink.gif" alt="" />
The problem with them is, that they are not only touristical attractions, but also being visited by esoterical folks. Some say that Neo-Nazis like them, too. As a result, most of the web-pages dealing with them are not geological oriented, by rather esoterical oriented.