Brothers at least. They're known as Valar, and they're what you could call the archangels of Middle-Earth, or they are called gods by some. Manwë is the leader of the Valar but Melkor was kicked out of Aman (the fabled "West"), because he had sown chaos and lies instead of creating things, being jealous to the rest of the Valar.
Melkor then escaped back to Middle-Earth and took Mairon with him. Melkor based a fortress called Utumno, and became known as Morgoth, the first Dark Lord. Mairon became known as Sauron his liuetenant, and later as the second Dark Lord in Lord of the Rings.