Posters can be made pretty anywhere, but most commonly, they're made in programs like Photoshop or Gimp, etc. As far as making the actual poster, it's really more creativity rather than skill. Though, it doesn't hurt to have at least some sort of idea on how to use the program/software you're making the poster on.

Typically for me, I usually start off with a transparent base that's 750x550 px. Depending on the design I've envisioned, I'll most likely use like textures, maybe a render or two, add some text effects, etc. Like I said, it's more about creativity rather than skill.