You can create texture images for bump, but you can also use it procedural. If you want to get them out of the software as images, you’re going to have to bake them. For a procedural way, in this Sessions lesson, Kent goes through Bump for the leafs:
https://cgcookie.com/lessons/dew-droplet-modeling-animation
Also for the wood on the pencils on this one:
https://cgcookie.com/lessons/pencils-modeling-animation
In the Sci-Fi Door, JL bakes down Normal maps a lot:
https://cgcookie.com/lessons/baking-the-normals
There’s a bit of prepping and baking at the start in this coruse
https://cgcookie.com/exercises/texture-a-first-person-weapon
Baking Normal Maps course:
https://cgcookie.com/courses/normal-map-modeling-for-games
And lots of baking in the Sci-Fi Helmet:
https://cgcookie.com/courses/modeling-a-sci-fi-helmet-in-blender
https://cgcookie.com/courses/shading-the-sci-fi-helmet
Don’t be intimidated by some courses being old and having the old UI, the core knowledge has always been there, no matter the Blender version.