It seems like there might be a slight misunderstanding in your statement. The delegates sent to Philadelphia actually convened to draft the United States Constitution in 1787, not specifically to create state governments for each individual state.
The Constitutional Convention was held to address the weaknesses of the Articles of Confederation and to create a stronger federal government. While the delegates represented their respective states, their primary focus was on establishing a framework for the federal government that would apply to all states rather than creating state governments.
State governments had already been established prior to this, as the original thirteen colonies became states post-Independence. Each state had its own constitution and government structure, which varied based on the needs and preferences of that state.
If you have specific questions about the formation of state governments or the Constitutional Convention, feel free to ask!