Boon of Shumbha and Nishmubha
According to Shrimad Devi Bhagwat Puran, Shumbha and Nishumbha were the two Asura (demons) brothers. They obtained a boon from lord Brahma that they will not be killed by any male whether human being or animal / bird etc. but by a woman only. They thought that they will live for ever as they did not know of a lady who was so powerful as to kill them both in a war.
Shumbha and Nishumbha's atrocities
After securing the boon, these demons started disturbing the prayers of the saints torturing them and asking them to worship the duo rather than any other deity. The Devtas understood that it was beyond their powes to defeat the two brothers. Gods then requested the Goddess to help them.
Emergence of Devi Shakti from Goddess Parvati
Goddess Parvati heard the prayers of the Gods, and she was moved to pity and created another Goddess from her own being who came to be known as "Kaushiki".
After the creation of the Goddess, Parvati turned black thus giving the name 'Kalika' also to the goddess. The Goddess thus born was supremely beautiful and when Chanda and Munda, the disciples of the demon brothers Shumbha and Nishumbha set eyes upon her they at once reported of her beauty to their masters.
The proposal of Marriage and defeat of Chanda and Munda
As the battle progressed, seven more Goddesses or Shaktis emerged from the bodies of seven Devtas to assist the Goddess in this battle. At that time, the all demon Raktabija also appeared on the battlefield, who had been granted the strange boon that wherever his blood fell on the ground it would take the form of a 'Bija' or seed and from it will sprout another Raktabija.
Killing of Raktabija, Shumbha and Nishmubha
To slay him, Goddess asked Kali to lick the blood of the Raktabija before it fell on the ground. The goddess in the meantime beheaded the demons. All the Shaktis then together killed Nishumbha and his army leaving just Shumbha. When Shumbha realised that he has been outnumbered, he taunted the Goddess that she alone cannot defeat him and needed the help of seven other Goddesses to do so. The Goddess got infuriated and merged all the Shaktis into herself and single handedly killed Shumbha thus freeing the world of evil.