A Maxwell demon can reduce the entropy of a quantum system by performing measurements on its environment. The nonsignaling theorem prevents the demon from affecting the average state of the system. We study the preparations of quantum correlations from a system qubit and an auxiliary qubit, assisted by a demon who obtains information of the system qubit from measurements on its environment. The demon can affect the postmeasured states of system by choosing different measurements, which establishes the relationships between quantum steering and other correlations in the thermodynamic framework. We present the optimal protocols for creating mutual information, entanglement, and Bell-nonlocality. These maximal correlations are found to relate exactly to the steerable boundary of the system-environment state with maximally mixed marginals. We also present upper bounds of the prepared correlations by utilizing classical environment-system correlation, which can be regarded as steering-type inequalities bounding the correlations created with the aid of classical demons.