Large-scale effects of locally interacting agents are called emergent properties of the system. Emergent properties are often surprising because they can be hard to anticipate the full consequences of even simple forms of interaction. In this paper we address the following questions: how do heterogeneous agents generate emergent coordination, and how do they manage and self-organize macroscopic orders from bottom up without any central authority? These questions will depend crucially on how they interact and adapt their behavior. Agents myopically evolve their behavior based on the threshold rules, which are obtained as the functions of the collective behavior and their idiosyncratic utilities. We obtain the micro-macro dynamics that relate the aggregate behavior with the underlying individual behavior. We show agents' rational behavior combined with the behavior of others produce stable macro behavior, and sometimes unanticipated cyclic behavior. We also consider the roles of conformists and nonconformists to manage emergent macro behavior. As a specific example, we address an emergent and evolutionary approach for designing the efficient network routings.