You can put one on by going to the navigation bar at the top and clicking "Profile" (it's the fifth down from the right). Once you click it, below the navigation bar there will be some tabs--avatar, preferences, signature, etc. Click the one that says avatar and either upload and image via your computer, or, upload a picture from a url.
As for making one, I'm not sure how most people make theirs. I usually go on photobucket, search for what I want, and then upload it from a url. uvu