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I heard this name that it can construct GL(2) automorphic forms or L-functions from GL(1)? I did not find it anywhere. Or does it have another name which we are familiar with?

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Automorphic Induction. Look at Bumps book on Automorphic reps in the first chapter.

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Also Blomer-Brumley discuss this here: The role of the Ramanujan conjecture in analytic number theory, Bulletin AMS 50 (2013), 267-320 –  plusepsilon.de Mar 6 '13 at 8:40
    
This question is so vague that the answer he's looking for might be "Eisenstein series" instead! –  user30035 Mar 6 '13 at 11:20
    
thanks. so it is theta lifting. –  7-adic Mar 6 '13 at 13:30

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