How do you adjust the focus manually on a Canon Rebel XT?

The focus is adjusted on the lens, not on the camera body itself.
For a lens which has autofocus (almost all modern lenses) there will be a small slider switch on the lens, close to the body of the camera, which is marked 'AF' and 'M'.
This stands for AutoFocus and Manual. Switch this to 'M' and you can adjust the focus by turning one of the rings on the lens.
(Almost all zoom lenses have two rings you can turn, one changes the zoom and the other changes the focus).