They go to Adobe Photoshop, or gods forbid, Microsoft Paint. :)

Some people make their own in Photoshop. The first one I made was through a forum banner generator website. I googled then found a site I liked. It was a couple of years ago though. Can't remember the URL, sorry. Others commission them to be made.

Krita~ it’s free (:

I made a banner and a profile picture.

But I couldn't figure out how to upload them, uploaded it as a URL hyperlink at first, after a day I saw no difference, so then I figured as a forum maybe the HTML for websites <a href= etc.., that didn't work for me, so I tried the forum format [IMG] and still nada, so i've given up on trying to upload my banners.

Paint Shop Pro.... a bit older, but works good

You have to upload it to something like imgur. Once it’s uploaded you have to get the direct image URL. Which usually looks like this:

https://imagesite.com/imagename.jpg

^ So the things it requires is:

1. Https<< it needs the s

2. Imagename.jpg << it needs the .jpg .png .gif .jpeg etc etc in order to work.