What is a magic square trick?

Could you please elaborate on the concept of a magic square trick? I'm intrigued by the idea of a mathematical puzzle that involves arranging numbers in a square grid such that the sum of the numbers in each row, column, and diagonal is the same. How does one go about creating such a square, and what are some of the fascinating properties and applications of magic squares? I'm particularly curious about the history behind this intriguing mathematical concept and how it has evolved over time.