Some gods use powers which are different from, or beyond, ordinary magic and can bestow extra-magical powers on their followers. Part of the question should be obvious after considering a moment about the origin or powersource of the god. They rarely act directly, or act at all. The religions are quite similar to the major religions and philosophies of modern world. Act more or less directly and more or less actively.
Gods are a race of their own, whose power depends on the number of their believers.
Here are a few articles about religions in RPGs . I have collected them from the rec.games.frp.misc newsgroup. These overlap, of course, and are far from exhaustive.