There are various religious figures the Transformers are known to believe in, similar to human cultures, though their spiritual and religious beliefs are usually specifically illustrated to be truth rather than legend or superstition. The Covenant of Primus is a compendium of prophecies that can be regarded as the bible for Transformers.
While Primus and Unicron are accepted to exist, especially since Energon is the emanation of the former, the Thirteen and the artifacts surrounding them were a matter of belief. Jazz didn't believe the Thirteen existed, but he felt there were great lessons to be learned from the stories surrounding them. Soundwave saw little use in Megatron gaining the Matrix of Leadership. Many Cybertronians were pious enough to be offended when the Decepticons bombed the Sonic Canyons, which they incorrectly believed to be the entrance to Vector Sigma (actually located in the city-state of Kaon).