They are made through a series of equations that tell the computer how much area to color in. They are more precise and take up less memory but vector graphics cannot be read by all browsers. For now I will only be refering to Raster graphics better known as bitmap graphics. There are many great graphics sites on the web. Most of these offer free graphics that you can easily download.
Some sites charge a small fee for acess to their large graphics database.
Some sites offer software that you can purchase or disks containing graphics that you can use on your computer. When you visit a site you might be asked to register in order to gain access to their graphic images. This is usually a brief process and the benefit is thousands and thousands of graphics. The creators of the graphics have a right to be compensated for there artistic ability and work. Most sites will tell you what they are willing to give you for free and what they expact to be paid for.