There are various tools that you can use for the same. Wordpress and many other platforms provide an RSS feed by default. If you wish to create one manually using pages in a text file or so, use the following free tool : http://vollkin.com/rss/ Have been using it for a while and it works great for me.
For creating RSS Feed you need to follow certain steps as it requires xml coding. You will get more details on http://www.make-rss-feeds.com/making-an-rss-feed.htm
For blogging platform you no need to create it separately but for website you can make it by creating .xml file then submit it different RSS Submission directory.
A great tool to use is Google Reader. It allows you to generate RSS Feeds for your website. Create a free account they have a tutorial on how to use it. Its very useful and user friendly even for someone who does not have too much experiece with RSS feeds.