To make armor, you need to find diamonds, iron, gold or leather. You get leather by killing cows, and diamonds, gold and iron by mining.
There are 4 different types of armors in minecraft: chestplate, boots, leggings and helmet. You can use any type of material mentioned above, but they have different durability and resistance. Anyway, they can be crafted like this (E = Empty, M = Any material):
Chestplate:
M E M
M M M
M M M
Boots:
E E E
M E M
M E M
Leggings:
M M M
M E M
M E M
Helmet:
M M M
M E M
E E E
To put it on, go into your inventory and drag the armor to the slot next to the picture of your character. Make sure to put the armor in the logical spot (leggings on legs, chestplate on torso, helmet on head, boots on feet).
There is no current item/items in the vanilla minecraft for clothes but there is probably mods for it.
Almost every skin website has one. Or make your own. Try miners need cool shoes.
I didn't make Minecraft.
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Literally anything physically possible in Minecraft.