I've seen some people with capes on their Minecraft characters but I don't know where they got them. Can someone explain how to get them.. or make them.. or whatever?
Capes are rare, only given out to a few people to commemorate an event or some service the user has done for Mojang or Notch. For example, Mojang AB employees all have a Mojang cape, the millionth Minecraft buyer got a unique cape, and all attendees of Minecon 2011 got capes.
There is no general way to get capes outside of being given one by the developers, unless you're playing on PC and use a mod.
On Xbox, some purchaseable player skins have built-in capes:
On the Xbox 360 edition some skins from various skin packs, such as the Grim Reaper in the Halloween Pack and Ezio Auditore da Firenze in Skin Pack 4 have capes.
NB. This answer applies to the PC/Mac/… version of the game; while this question is tagged for XBox the title/question is likely to get hits beyond that specific version of the game, so for those people here is their answer:
As SevenSidedDie writes: you cannot add a cape yourself to your account.
But with mods you can in game. The latest (for MC 1.5.1) CoFHCore adds in game commands to add capes to players.
/cofh cape set <URL>
And the linked forum topic includes a cape image template here.