AGEs can be formed by cooking sugars with fats or proteins. They can also be formed inside the body through normal metabolism and aging. Certain health conditions (e.g. oxidative stress due to hyperglycemia in patients with diabetes),  increase AGE formation beyond normal levels. It is important to note that most AGE-related damage comes from consuming sugar in the diet. 

Many cells in the body (for example endothelial cells, smooth muscle or cells of the immune system) from tissue such as lung, liver, kidney or peripheral blood bear the Receptor for Advanced Glycation Endproducts (RAGE). When these receptors bind AGEs, they contribute to age- and diabetes-related chronic inflammatory diseases such as atherosclerosis, asthma, arthritis, myocardial infarction, nephropathy, retinopathy or neuropathy.

References

^ Miyata T, Oda O, Inagi R, Iida Y, Araki N, Yamada N, Horiuchi S, Taniguchi N, Maeda K, Kinoshita T (1993). "beta 2-Microglobulin modified with advanced glycation end products is a major component of hemodialysis-associated amyloidosis". The Journal of Clinical Investigation 92 (3): 1243-1252. PMID 8376584.?