The mysteries of RSS Feeds

I know how to add an RSS feed that has already been created, but not how to create one. Apparently the Powells Review-a-Day site will send out their reviews once a day by e-mail, but I'd love to read it as a sydicated feed. I don't know how to create RSS feeds, and don't even know if it is it possible in this case to do so. Is it?

Peg, curious