The Church was founded by the disciples of Jesus after He had first taught them about the sacramental nature of the Church. This He did after His resurrection and then left this world and directed them to wait in prayer and fasting for the Holy Spirit. On the day of Pentecost He empowered them with the Holy Spirit to carry the Good News about His life, death, resurrection, and the way to become renewed, to people throughout the world.
Our faith often begins with an acceptance of the Biblical story told about Jesus by the writers of the Gospels written while there were still many eyewitnesses to the miraculous events that took place. But this mental effort only opens the door to a deeper spiritual life that goes beyond our intellectual understanding of these writings.
In the Church we have more than the Sacred writings. We are given a way to live, a yoga, a set of practices that lead us to a personal experience of the energies of God. We are led to participate in His presence. Baptized with the water infused with the Holy Spirit, and receiving the seal of the Holy Spirit in our Chrismation with Holy Oil, we join other faithful Christians to participate regularly in the ongoing work of the Holy Spirit through the sacraments that are offered regularly. After Baptism we are then able to partake in the actual spiritualized Body and Blood of Christ and in Holy Confession that continually cleanses our inner being renewing our Baptism. We are taught to develop a daily prayer life and to practice fasting to help us tame the physical and psychological passions we are tempted with. As we develop our love for God we strive to follow His directions. We find that this involves a struggle to overcome the many temptations presented to us though our physical nature and the ways of the world. This is why we have the Church. The Church provides us with a way to overcome our deficiencies and a way to nurture our souls. This way of life, striving always to live by God's commandments, is aided by these practices and guided by a spiritual father. This is the nature of the Church established by the Apostles.
Metropolitan Hierotheos Vlahos writes about how we differ from Protestants.
Protestants do not have a "therapeutic treatment" tradition. They suppose that believing in God, intellectually, constitutes salvation. Yet salvation is not a matter of intellectual acceptance of truth; rather it is a person's transformation and divinisation by grace. This transformation is effected by the analogous "treatment" of one's personality... In the Holy Scripture it appears that faith comes by hearing the Word and by experiencing "theoria" (the vision of God). We accept faith at first by hearing in order to be healed, and then we attain to faith by theoria, which saves man. Protestants, because they believe that the acceptance of the truths of faith, the theoretical acceptance of God's Revelation, i.e. faith by hearing saves man, do not have a "therapeutic tradition." It could be said that such a conception of salvation is very naive.The Church was established by Christ as a hospital for our souls. It provides the means for healing the angst of our soul's silent yearning for unity with God, continually renewing the power of Spirit within each of us. Because of this the Orthodox Church is much more than a Book, more than Biblical. Christ did not come to give us a Book. In fact He did not write anything. What He gave to us was a way to participate in His presence, to become united with Him and to attain eternal life with Him.
See Ten Points For Living an Orthodox Way of Life