Explain how Mass is Conserved in the creation of this molecule

No molecule can be "created." It can be transformed from other molecules and atoms into that molecule, but it is not just "created."

When molecules and atoms undergo a chemical change, they can change into other molecules. When these molecules and atoms get rearranged, there is no element that gets left out or any number of atoms or molecules that get added in to the end product that were not in the products. This is how mass is conserved, there is no particles leaving or coming in.