Most people use a content management system that comes with a script to create the rss. If yours doesn't (and you've double checked) it easy enough to write one by querying your database and outputting with xml headers and the right text formatting.
If you're using a web 2.0 property like wordpress or blogger, the rss feed should be very easy to find. Just click on and and you'll be golden. If you want to create an RSS feed for a static webpage, use http://rss.icerocket.com/ or http://www.html2rss.com/ and just insert the web address of the website you would like an RSS feed for. I use icerocket's RSS creator all the time.
I think the poster is asking how creating RSS can help in SEO. When you submit your RSS feed to RSS directories then they get pretty much higher exposure on the internet than otherwise and may lead to human traffic. Thus there lies the possibility of obtaining traffic from your RSS feeds, thats why it is considered of value in SEO.
I think it depends on your site if you are using Word press on your site than it will automatically create RSS else you can use this site to create RSS Feed "create-rss.com"