How can you make normal maps / bump maps?

You can create texture images for bump, but you can also use it procedural. If you want to get them out of the software as images, you're going to have to bake them. For a procedural way, in this Sessions lesson, Kent goes through Bump for the leafs:

https://cgcookie.com/lessons/dew-droplet-modeling-animation

Also for the wood on the pencils on this one:

https://cgcookie.com/lessons/pencils-modeling-animation

In the Sci-Fi Door, JL bakes down Normal maps a lot:

https://cgcookie.com/lessons/baking-the-normals

There's a bit of prepping and baking at the start in this coruse

https://cgcookie.com/exercises/texture-a-first-person-weapon

Baking Normal Maps course:

https://cgcookie.com/courses/normal-map-modeling-for-games

And lots of baking in the Sci-Fi Helmet:

https://cgcookie.com/courses/modeling-a-sci-fi-helmet-in-blender

https://cgcookie.com/courses/shading-the-sci-fi-helmet

Don't be intimidated by some courses being old and having the old UI, the core knowledge has always been there, no matter the Blender version.