This may sound like a stupid question but how do you make Bitcoins?

All the research I did was showing setting up the system, playing games and making very little.

That sounds like a faucet website, which is basically a complicated way to earn a few cents worth of Bitcoin. They were originally intended to allow people to experiment with transacting via the Bitcoin network, but these days such a small amount would be difficult to do anything useful with.

You can either buy Bitcoin, or mine it yourself, but the latter requires (possibly substantial) investment in mining equipment, and could result in an electricity bill higher than the [market] value of the Bitcoin you mine... but then the value could quadruple a year later...