To generate the xml file you need to turn it on in your project properties. It's the checkbox XML documentation file
on the Build
tab of the project properties.
If you turned it on and you re-compile the assembly an xml file will appear next to the assembly with the same name as that assembly.
You can then use a tool like sandcastle to create a helpfile for your code. sandcastle is actually a set of tools you can use to customize the whole process of generating help files. This path will require a lot of reading the sandcastle helpfile and tutorials.
There also is a tool burried in the examples folder of the sandcastle installation that lets you quickly generate a helpfile but offers less cusomization.
In the past i used a visual studio plugin called "DocProject" for a little while. I'm not sure if it still active but you can find it on codeplex if your interested: http://docproject.codeplex.com/
According to Microsoft the MSDN examples you refer to are not created by extracting the ///
tags from their source but that had more to do with splitting the programmers and documenters deparments then anything else.