It's a little difficult to answer your question but in general terms, the inlet and outlet pressure for a valve is set by the engineer when they design the system. As you change the flow rate through the system, that changes the pressure losses and thus the pressure at the inlet and outlet of the control valve. Of course, if you change operating pressures in the system that will also affect the pressures the control valve will see.
Control valves don't 'create' a pressure drop, the system imposes the pressure drop on the control valve, it's a key difference.